+434.2%
IRM vs TRU
+147.2%
+287.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.7% |
| 7D | -1.4% | -2.7% | +1.3% | -0.6% |
| 30D | -7.4% | -2.0% | -5.3% | -7.0% |
| 3M | -7.4% | +18.4% | -25.8% | -13.2% |
| 6M | +8.7% | +8.9% | -0.2% | +4.0% |
| YTD | +40.9% | -8.9% | +49.9% | +41.9% |
| 1Y | +20.5% | -15.9% | +36.4% | +23.9% |
| 3Y | +101.7% | -1.1% | +102.8% | +87.6% |
| 5Y | +197.7% | -35.2% | +232.8% | +214.2% |
| All | +434.2% | +147.2% | +287.0% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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