+8.5%
IRM vs TXG
+336.9%
-328.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -14.0% | +2.9% | -9.8% |
| 7D | -10.9% | -28.8% | +17.9% | -8.5% |
| 30D | -9.4% | -28.0% | +18.6% | -7.2% |
| 3M | -16.4% | +22.3% | -38.7% | -18.6% |
| 6M | -18.7% | +163.8% | -182.5% | -26.3% |
| YTD | +30.1% | +256.0% | -225.9% | +13.7% |
| 1Y | +8.5% | +330.4% | -321.9% | -8.1% |
| All | +8.5% | +336.9% | -328.3% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling