+10,042.6%
IRM vs MDY
+2,234.3%
+7,808.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -8.1% | -1.5% | -6.6% | -7.1% |
| 3M | -9.7% | +0.8% | -10.4% | -10.0% |
| 6M | +10.0% | +7.4% | +2.6% | +5.1% |
| YTD | +43.0% | +15.2% | +27.8% | +30.5% |
| 1Y | +32.7% | +16.5% | +16.1% | +20.2% |
| 3Y | +102.7% | +46.8% | +55.9% | +57.5% |
| 5Y | +187.6% | +46.0% | +141.5% | +124.2% |
| 10Y | +420.1% | +172.1% | +248.0% | +166.9% |
| All | +10,042.6% | +2,234.3% | +7,808.4% | +1,643.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling