+9,849.4%
IRM vs MTB
+1,977.3%
+7,872.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +6.8% | +1.5% | +5.2% | +6.3% |
| 30D | +2.6% | +2.3% | +0.3% | +2.0% |
| 3M | -9.5% | -12.1% | +2.7% | -5.9% |
| 6M | -8.5% | +9.8% | -18.3% | -11.0% |
| YTD | +40.3% | +12.0% | +28.3% | +35.2% |
| 1Y | +28.7% | +22.0% | +6.6% | +20.9% |
| 3Y | +111.8% | +107.6% | +4.2% | +67.3% |
| 5Y | +189.1% | +61.9% | +127.3% | +139.7% |
| 10Y | +519.8% | +116.3% | +403.5% | +340.7% |
| All | +9,849.4% | +1,977.3% | +7,872.1% | +4,099.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling