+385.8%
IRM vs TXG
+16.0%
+369.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.7% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | -8.1% | +32.0% | -40.1% | -11.3% |
| 3M | -9.7% | +87.0% | -96.7% | -16.7% |
| 6M | +10.0% | +180.1% | -170.1% | -3.9% |
| YTD | +43.0% | +284.1% | -241.1% | +19.8% |
| 1Y | +32.7% | +361.7% | -329.0% | +7.8% |
| 3Y | +102.7% | +15.9% | +86.8% | +84.1% |
| 5Y | +187.6% | -66.2% | +253.7% | +165.8% |
| All | +385.8% | +16.0% | +369.8% | +266.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling