+20.5%
IRM vs NYT
+17.8%
+2.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +2.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.5% |
| 30D | -7.4% | +4.6% | -12.0% | -7.1% |
| 3M | -7.4% | -9.6% | +2.2% | -8.1% |
| 6M | +8.7% | -14.0% | +22.7% | +7.7% |
| YTD | +40.9% | -2.8% | +43.8% | +39.7% |
| 1Y | +20.5% | +15.6% | +4.9% | +16.7% |
| All | +20.5% | +17.8% | +2.7% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling