+1,049.1%
IRM vs PSKY
-42.2%
+1,091.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -8.1% | +24.0% | -32.1% | -12.7% |
| 3M | -9.7% | +2.2% | -11.8% | -10.6% |
| 6M | +10.0% | -9.0% | +19.0% | +10.9% |
| YTD | +43.0% | -18.1% | +61.1% | +46.2% |
| 1Y | +32.7% | -25.1% | +57.8% | +36.7% |
| 3Y | +102.7% | -16.3% | +119.1% | +86.9% |
| 5Y | +187.6% | -70.4% | +257.9% | +228.8% |
| 10Y | +420.1% | -74.2% | +494.3% | +429.2% |
| All | +1,049.1% | -42.2% | +1,091.4% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling