+191.8%
IRM vs TRU
-36.7%
+228.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.8% | -9.4% | +7.6% | +0.8% |
| 30D | -7.8% | -4.1% | -3.6% | -6.9% |
| 3M | -7.9% | +13.6% | -21.4% | -12.1% |
| 6M | +6.3% | +3.6% | +2.8% | +3.8% |
| YTD | +38.2% | -9.8% | +48.0% | +39.5% |
| 1Y | +19.8% | -13.6% | +33.5% | +22.0% |
| 3Y | +98.8% | -2.0% | +100.7% | +89.1% |
| 5Y | +191.8% | -35.8% | +227.6% | +208.2% |
| All | +191.8% | -36.7% | +228.4% | +208.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling