+195.0%
IRM vs USFR
+20.4%
+174.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -4.2% | +0.3% | -4.5% | -4.6% |
| 3M | -5.4% | +1.0% | -6.3% | -6.5% |
| 6M | +12.0% | +1.9% | +10.1% | +9.3% |
| YTD | +42.0% | +2.7% | +39.4% | +37.3% |
| 1Y | +29.9% | +4.0% | +25.8% | +23.8% |
| 3Y | +104.4% | +14.0% | +90.3% | +114.1% |
| All | +195.0% | +20.4% | +174.6% | +309.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling