+423.6%
IRM vs PSKY
-75.1%
+498.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.3% |
| 7D | -1.8% | -6.0% | +4.2% | -0.9% |
| 30D | -7.8% | +10.7% | -18.4% | -9.3% |
| 3M | -7.9% | +1.2% | -9.0% | -8.4% |
| 6M | +6.3% | +1.5% | +4.8% | +5.3% |
| YTD | +38.2% | -21.8% | +59.9% | +41.6% |
| 1Y | +19.8% | -30.2% | +50.0% | +24.1% |
| 3Y | +98.8% | -20.1% | +118.8% | +90.0% |
| 5Y | +191.8% | -70.5% | +262.3% | +228.1% |
| All | +423.6% | -75.1% | +498.7% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling