+104.4%
IRM vs MTB
+118.5%
-14.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +1.6% | +2.8% | -1.1% | +0.8% |
| 30D | -4.2% | -4.2% | 0.0% | -2.9% |
| 3M | -5.4% | +7.8% | -13.2% | -7.5% |
| 6M | +12.0% | +14.8% | -2.8% | +7.4% |
| YTD | +42.0% | +20.8% | +21.3% | +33.7% |
| 1Y | +29.9% | +23.1% | +6.7% | +21.3% |
| 3Y | +104.4% | +114.8% | -10.5% | +56.9% |
| All | +104.4% | +118.5% | -14.2% | +56.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling