+90.0%
IT vs IRM
+430.1%
-340.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +1.2% |
| 7D | -12.7% | -1.8% | -10.9% | -12.2% |
| 30D | -8.9% | -7.8% | -1.1% | -6.8% |
| 3M | +10.1% | -7.9% | +18.0% | +12.2% |
| 6M | +7.3% | +6.3% | +0.9% | +3.1% |
| YTD | -32.4% | +38.2% | -70.5% | -41.1% |
| 1Y | -26.6% | +19.8% | -46.5% | -33.2% |
| 3Y | -51.8% | +98.8% | -150.6% | -64.9% |
| 5Y | -45.6% | +191.8% | -237.4% | -66.0% |
| All | +90.0% | +430.1% | -340.1% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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