+10,042.6%
IRM vs M
+238.7%
+9,803.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -0.9% | +1.1% |
| 7D | -0.5% | +4.7% | -5.2% | -1.4% |
| 30D | -8.1% | -9.6% | +1.6% | -6.2% |
| 3M | -9.7% | +0.9% | -10.5% | -10.2% |
| 6M | +10.0% | +22.3% | -12.3% | +4.9% |
| YTD | +43.0% | +6.5% | +36.5% | +39.6% |
| 1Y | +32.7% | +38.8% | -6.1% | +22.1% |
| 3Y | +102.7% | +115.9% | -13.2% | +60.9% |
| 5Y | +187.6% | +28.6% | +158.9% | +138.4% |
| 10Y | +420.1% | -2.5% | +422.6% | +286.7% |
| All | +10,042.6% | +238.7% | +9,803.9% | +4,939.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling