+196.5%
IRM vs NYT
+38.8%
+157.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.6% | +1.9% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -7.4% | +4.6% | -12.0% | -8.1% |
| 3M | -7.4% | -9.6% | +2.2% | -6.3% |
| 6M | +8.7% | -14.0% | +22.7% | +10.6% |
| YTD | +40.9% | -2.8% | +43.8% | +39.8% |
| 1Y | +20.5% | +15.6% | +4.9% | +15.1% |
| 3Y | +101.7% | +56.3% | +45.4% | +74.9% |
| All | +196.5% | +38.8% | +157.7% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling