+434.2%
IRM vs MTB
+173.8%
+260.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -7.4% | -4.8% | -2.6% | -6.0% |
| 3M | -7.4% | +6.0% | -13.3% | -9.0% |
| 6M | +8.7% | +19.6% | -10.9% | +2.8% |
| YTD | +40.9% | +21.5% | +19.5% | +32.4% |
| 1Y | +20.5% | +24.7% | -4.2% | +12.1% |
| 3Y | +101.7% | +108.6% | -6.9% | +57.4% |
| 5Y | +197.7% | +106.7% | +90.9% | +126.8% |
| All | +434.2% | +173.8% | +260.3% | +288.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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