+32.7%
IRM vs TDY
+11.8%
+20.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.4% |
| 7D | -0.5% | -1.8% | +1.4% | +0.4% |
| 30D | -8.1% | -10.7% | +2.6% | -3.1% |
| 3M | -9.7% | -1.3% | -8.4% | -9.3% |
| 6M | +10.0% | -10.6% | +20.6% | +15.1% |
| YTD | +43.0% | +19.6% | +23.4% | +27.7% |
| 1Y | +32.7% | +11.6% | +21.0% | +21.5% |
| All | +32.7% | +11.8% | +20.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling