+434.2%
IRM vs MDY
+177.2%
+257.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.4% |
| 7D | -1.4% | -1.9% | +0.4% | 0.0% |
| 30D | -7.4% | -4.6% | -2.7% | -3.8% |
| 3M | -7.4% | -1.2% | -6.1% | -6.4% |
| 6M | +8.7% | +9.2% | -0.5% | +1.8% |
| YTD | +40.9% | +13.1% | +27.9% | +28.5% |
| 1Y | +20.5% | +13.0% | +7.5% | +10.1% |
| 3Y | +101.7% | +49.2% | +52.5% | +48.3% |
| 5Y | +197.7% | +47.2% | +150.4% | +119.8% |
| All | +434.2% | +177.2% | +257.0% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling