+583.7%
IRM vs TRU
+238.0%
+345.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.9% | +7.6% | +3.4% |
| 7D | -0.5% | -6.8% | +6.3% | +1.6% |
| 30D | -8.1% | 0.0% | -8.1% | -8.3% |
| 3M | -9.7% | +13.3% | -23.0% | -14.0% |
| 6M | +10.0% | +3.4% | +6.6% | +7.2% |
| YTD | +43.0% | -6.4% | +49.4% | +42.8% |
| 1Y | +32.7% | -9.7% | +42.4% | +33.1% |
| 3Y | +102.7% | +0.1% | +102.6% | +88.5% |
| 5Y | +187.6% | -34.0% | +221.6% | +200.0% |
| 10Y | +420.1% | +147.9% | +272.2% | +262.3% |
| All | +583.7% | +238.0% | +345.7% | +350.6% |
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 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