+434.2%
IRM vs TDY
+479.2%
-45.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | -7.4% | -12.0% | +4.7% | -2.2% |
| 3M | -7.4% | -3.2% | -4.2% | -6.2% |
| 6M | +8.7% | -7.9% | +16.5% | +12.1% |
| YTD | +40.9% | +18.2% | +22.7% | +30.5% |
| 1Y | +20.5% | +6.7% | +13.9% | +16.5% |
| 3Y | +101.7% | +47.5% | +54.2% | +69.2% |
| 5Y | +197.7% | +39.5% | +158.2% | +152.5% |
| All | +434.2% | +479.2% | -45.1% | +216.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling