+192.8%
IRM vs PSKY
-71.8%
+264.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.6% | -0.2% |
| 7D | +3.0% | -6.8% | +9.9% | +3.7% |
| 30D | -5.2% | +10.2% | -15.5% | -6.2% |
| 3M | -8.0% | +0.3% | -8.3% | -8.2% |
| 6M | +9.2% | -7.8% | +16.9% | +9.6% |
| YTD | +41.0% | -23.0% | +64.0% | +43.7% |
| 1Y | +23.3% | -31.6% | +54.9% | +26.6% |
| 3Y | +102.8% | -21.3% | +124.2% | +97.8% |
| 5Y | +192.8% | -71.5% | +264.2% | +228.3% |
| All | +192.8% | -71.8% | +264.6% | +228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling