-51.3%
IT vs IRM
+101.2%
-152.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.8% | -7.3% |
| 7D | -9.1% | +1.6% | -10.8% | -9.4% |
| 30D | -7.0% | -4.2% | -2.8% | -6.5% |
| 3M | +7.6% | -5.4% | +13.0% | +8.2% |
| 6M | +2.1% | +12.0% | -9.9% | -2.4% |
| YTD | -31.6% | +42.0% | -73.6% | -39.3% |
| 1Y | -29.9% | +29.9% | -59.8% | -36.8% |
| 3Y | -51.3% | +104.4% | -155.6% | -68.9% |
| All | -51.3% | +101.2% | -152.5% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling