+874.1%
IRM vs USFR
+27.5%
+846.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.5% | +0.1% | -0.5% | -0.5% |
| 30D | -8.1% | +0.3% | -8.4% | -8.3% |
| 3M | -9.7% | +1.0% | -10.7% | -10.2% |
| 6M | +10.0% | +1.9% | +8.1% | +8.7% |
| YTD | +43.0% | +2.6% | +40.4% | +40.7% |
| 1Y | +32.7% | +4.0% | +28.7% | +29.5% |
| 3Y | +102.7% | +14.1% | +88.6% | +87.8% |
| 5Y | +187.6% | +20.4% | +167.2% | +158.9% |
| 10Y | +420.1% | +28.0% | +392.1% | +352.9% |
| All | +874.1% | +27.5% | +846.5% | +751.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling