-46.3%
IT vs IRM
+190.5%
-236.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -9.1% | +3.0% | -12.2% | -9.9% |
| 30D | -12.2% | -5.2% | -6.9% | -11.0% |
| 3M | +7.8% | -8.0% | +15.8% | +9.8% |
| 6M | +2.0% | +9.2% | -7.2% | -3.0% |
| YTD | -32.7% | +41.0% | -73.7% | -42.3% |
| 1Y | -31.1% | +23.3% | -54.3% | -38.3% |
| 3Y | -52.1% | +102.8% | -154.9% | -67.8% |
| 5Y | -46.3% | +192.8% | -239.1% | -69.9% |
| All | -46.3% | +190.5% | -236.8% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling