+423.6%
IRM vs USFR
+28.0%
+395.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | -7.8% | +0.3% | -8.1% | -7.9% |
| 3M | -7.9% | +1.0% | -8.8% | -8.3% |
| 6M | +6.3% | +1.9% | +4.4% | +5.3% |
| YTD | +38.2% | +2.7% | +35.5% | +36.4% |
| 1Y | +19.8% | +4.0% | +15.8% | +17.6% |
| 3Y | +98.8% | +14.1% | +84.7% | +91.9% |
| 5Y | +191.8% | +20.5% | +171.3% | +182.5% |
| All | +423.6% | +28.0% | +395.6% | +420.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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