+386.8%
IRM vs REPL
+39.1%
+347.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.0% | +1.1% | +4.0% |
| 7D | -3.8% | +14.2% | -18.0% | -4.1% |
| 30D | -3.2% | +65.9% | -69.1% | -4.7% |
| 3M | -7.8% | +84.6% | -92.4% | -9.6% |
| 6M | -12.7% | +446.9% | -459.6% | -19.4% |
| YTD | +36.7% | +129.0% | -92.3% | +27.4% |
| 1Y | +10.0% | +167.9% | -157.8% | +1.8% |
| 3Y | +107.2% | +93.9% | +13.3% | +72.4% |
| 5Y | +181.6% | -33.0% | +214.5% | +147.2% |
| All | +386.8% | +39.1% | +347.7% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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