+221.6%
JNJ vs IRM
+520.0%
-298.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +3.5% | +6.8% | -3.3% | +2.4% |
| 30D | +12.5% | +2.6% | +9.9% | +12.0% |
| 3M | +9.6% | -9.5% | +19.0% | +10.9% |
| 6M | +25.3% | -8.5% | +33.8% | +26.4% |
| YTD | +40.3% | +40.3% | 0.0% | +31.2% |
| 1Y | +49.6% | +28.7% | +21.0% | +41.9% |
| 3Y | +110.8% | +111.8% | -1.0% | +77.0% |
| 5Y | +99.1% | +189.1% | -90.0% | +53.9% |
| All | +221.6% | +520.0% | -298.3% | +108.0% |
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