+10,042.6%
IRM vs MTB
+2,153.2%
+7,889.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -0.5% | +1.7% | -2.2% | -1.0% |
| 30D | -8.1% | -4.2% | -3.9% | -6.9% |
| 3M | -9.7% | +8.9% | -18.5% | -12.0% |
| 6M | +10.0% | +10.9% | -0.9% | +6.6% |
| YTD | +43.0% | +21.5% | +21.5% | +34.5% |
| 1Y | +32.7% | +21.9% | +10.8% | +24.5% |
| 3Y | +102.7% | +109.2% | -6.5% | +59.3% |
| 5Y | +187.6% | +102.0% | +85.6% | +122.8% |
| 10Y | +420.1% | +171.9% | +248.2% | +245.1% |
| All | +10,042.6% | +2,153.2% | +7,889.4% | +4,078.8% |
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