+376.5%
IRM vs TXG
+7.8%
+368.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | +6.8% | -1.8% | +8.6% | +7.0% |
| 30D | +2.6% | -20.4% | +23.0% | +5.0% |
| 3M | -9.5% | +0.1% | -9.5% | -10.5% |
| 6M | -8.5% | +176.2% | -184.7% | -20.3% |
| YTD | +40.3% | +256.8% | -216.5% | +17.4% |
| 1Y | +28.7% | +255.9% | -227.2% | +7.5% |
| 3Y | +111.8% | +60.2% | +51.6% | +84.1% |
| 5Y | +189.1% | -65.1% | +254.2% | +166.0% |
| All | +376.5% | +7.8% | +368.8% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling