+111.8%
IRM vs USFR
+14.4%
+97.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.9% |
| 7D | +6.8% | +0.1% | +6.7% | +6.3% |
| 30D | +2.6% | +0.4% | +2.2% | -0.6% |
| 3M | -9.5% | +1.1% | -10.5% | -18.0% |
| 6M | -8.5% | +2.0% | -10.5% | -24.8% |
| YTD | +40.3% | +3.5% | +36.8% | -1.0% |
| 1Y | +28.7% | +4.1% | +24.6% | -15.0% |
| 3Y | +111.8% | +14.4% | +97.5% | -2.9% |
| All | +111.8% | +14.4% | +97.5% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling