+191.8%
IRM vs TXG
-64.0%
+255.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.7% | -1.8% |
| 7D | -1.8% | +5.0% | -6.8% | -2.5% |
| 30D | -7.8% | +13.5% | -21.3% | -9.5% |
| 3M | -7.9% | +128.0% | -135.9% | -18.6% |
| 6M | +6.3% | +224.4% | -218.1% | -11.2% |
| YTD | +38.2% | +307.0% | -268.8% | +11.0% |
| 1Y | +19.8% | +427.2% | -407.4% | -8.2% |
| 3Y | +98.8% | +40.2% | +58.6% | +75.2% |
| 5Y | +191.8% | -64.0% | +255.8% | +163.5% |
| All | +191.8% | -64.0% | +255.8% | +163.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling