+570.6%
IRM vs TRU
+243.6%
+327.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | +2.6% | +21.3% | -18.7% | -3.7% |
| 3M | -9.5% | +0.2% | -9.7% | -10.4% |
| 6M | -8.5% | +22.4% | -30.9% | -15.8% |
| YTD | +40.3% | -4.8% | +45.1% | +38.3% |
| 1Y | +28.7% | -0.2% | +28.9% | +24.8% |
| 3Y | +111.8% | +57.9% | +53.9% | +69.8% |
| 5Y | +189.1% | -26.1% | +215.2% | +188.5% |
| 10Y | +519.8% | +184.8% | +335.0% | +313.6% |
| All | +570.6% | +243.6% | +327.1% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling