+1,340.4%
IRM vs MKTX
+1,445.1%
-104.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | +0.3% | +2.8% | +3.0% |
| 30D | -5.2% | +1.0% | -6.2% | -5.4% |
| 3M | -8.0% | +40.8% | -48.8% | -14.2% |
| 6M | +9.2% | -10.9% | +20.1% | +10.4% |
| YTD | +41.0% | -8.6% | +49.6% | +41.8% |
| 1Y | +23.3% | -11.6% | +34.8% | +24.5% |
| 3Y | +102.8% | -24.5% | +127.4% | +107.0% |
| 5Y | +192.8% | -60.7% | +253.5% | +231.5% |
| 10Y | +439.6% | +5.1% | +434.5% | +394.6% |
| All | +1,340.4% | +1,445.1% | -104.7% | +629.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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