+9,698.9%
IRM vs NYT
+573.2%
+9,125.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -7.8% | +4.5% | -12.2% | -8.6% |
| 3M | -7.9% | -8.5% | +0.7% | -6.7% |
| 6M | +6.3% | -15.1% | +21.4% | +9.1% |
| YTD | +38.2% | -3.3% | +41.4% | +37.6% |
| 1Y | +19.8% | +17.0% | +2.8% | +14.3% |
| 3Y | +98.8% | +55.7% | +43.1% | +75.5% |
| 5Y | +191.8% | +38.9% | +152.9% | +158.9% |
| 10Y | +428.8% | +485.3% | -56.5% | +232.0% |
| All | +9,698.9% | +573.2% | +9,125.7% | +5,496.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling