+510.5%
IRM vs PSKY
-85.2%
+595.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.7% | +0.6% |
| 7D | -1.7% | -24.6% | +22.8% | +2.1% |
| 30D | +1.2% | -36.1% | +37.3% | +7.6% |
| 3M | -9.5% | -34.7% | +25.2% | -5.1% |
| 6M | -3.0% | -40.5% | +37.5% | +3.2% |
| YTD | +38.7% | -47.7% | +86.4% | +49.3% |
| 1Y | +9.9% | -58.4% | +68.3% | +22.6% |
| 3Y | +100.8% | -40.7% | +141.5% | +97.3% |
| 5Y | +203.0% | -80.0% | +283.0% | +256.9% |
| All | +510.5% | -85.2% | +595.7% | +458.8% |
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