+3,285.9%
IRM vs TDY
+6,954.6%
-3,668.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +3.0% | -1.8% | +4.9% | +3.5% |
| 30D | -5.2% | -13.8% | +8.6% | -1.9% |
| 3M | -8.0% | -3.9% | -4.2% | -7.3% |
| 6M | +9.2% | -9.0% | +18.2% | +11.5% |
| YTD | +41.0% | +16.5% | +24.4% | +35.8% |
| 1Y | +23.3% | +9.3% | +14.0% | +20.5% |
| 3Y | +102.8% | +45.1% | +57.7% | +85.5% |
| 5Y | +192.8% | +35.0% | +157.8% | +171.3% |
| 10Y | +439.6% | +469.0% | -29.4% | +269.7% |
| All | +3,285.9% | +6,954.6% | -3,668.7% | +1,600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling