+101.8%
IRM vs MDY
+48.7%
+53.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | +0.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.8% |
| 30D | -5.2% | -3.9% | -1.3% | -1.7% |
| 3M | -8.0% | 0.0% | -8.0% | -7.9% |
| 6M | +9.2% | +8.5% | +0.6% | +1.8% |
| YTD | +41.0% | +13.2% | +27.8% | +26.8% |
| 1Y | +23.3% | +15.0% | +8.2% | +9.5% |
| All | +101.8% | +48.7% | +53.1% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling