+191.8%
IRM vs MDY
+43.9%
+147.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.2% |
| 7D | -1.8% | -2.5% | +0.7% | +0.4% |
| 30D | -7.8% | -5.0% | -2.7% | -3.4% |
| 3M | -7.9% | +0.5% | -8.3% | -8.2% |
| 6M | +6.3% | +8.0% | -1.7% | -0.2% |
| YTD | +38.2% | +12.2% | +26.0% | +25.6% |
| 1Y | +19.8% | +14.0% | +5.8% | +7.6% |
| 3Y | +98.8% | +48.2% | +50.6% | +41.4% |
| 5Y | +191.8% | +46.1% | +145.7% | +105.9% |
| All | +191.8% | +43.9% | +147.8% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling