+617.7%
IT vs IRM
+9,964.6%
-9,346.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.3% | -5.1% |
| 7D | -6.0% | -0.5% | -5.6% | -5.9% |
| 30D | 0.0% | -8.1% | +8.1% | +2.3% |
| 3M | +13.1% | -9.7% | +22.7% | +15.8% |
| 6M | +11.7% | +10.0% | +1.7% | +6.9% |
| YTD | -26.1% | +43.0% | -69.1% | -35.1% |
| 1Y | -21.3% | +32.7% | -53.9% | -29.6% |
| 3Y | -46.7% | +102.7% | -149.5% | -59.1% |
| 5Y | -40.5% | +187.6% | -228.1% | -59.4% |
| 10Y | +103.9% | +420.1% | -316.2% | +11.3% |
| All | +617.7% | +9,964.6% | -9,346.9% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling