+205.7%
IRM vs MNDY
-49.8%
+255.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | +0.1% | +1.8% |
| 7D | -1.4% | -4.6% | +3.2% | -1.0% |
| 30D | -7.4% | +1.0% | -8.4% | -7.8% |
| 3M | -7.4% | +9.1% | -16.5% | -8.8% |
| 6M | +8.7% | +14.2% | -5.6% | +5.7% |
| YTD | +40.9% | -41.1% | +82.1% | +47.0% |
| 1Y | +20.5% | -54.7% | +75.2% | +29.1% |
| 3Y | +101.7% | -50.6% | +152.3% | +108.7% |
| 5Y | +197.7% | -76.7% | +274.3% | +191.3% |
| All | +205.7% | -49.8% | +255.6% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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