+193.4%
JNJ vs IRM
+430.1%
-236.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | -4.3% | -1.8% | -2.5% | -4.1% |
| 30D | +3.0% | -7.8% | +10.8% | +4.2% |
| 3M | +12.2% | -7.9% | +20.1% | +13.3% |
| 6M | +10.5% | +6.3% | +4.1% | +8.7% |
| YTD | +30.8% | +38.2% | -7.4% | +23.0% |
| 1Y | +54.9% | +19.8% | +35.1% | +48.7% |
| 3Y | +80.7% | +98.8% | -18.1% | +54.2% |
| 5Y | +83.4% | +191.8% | -108.3% | +42.1% |
| All | +193.4% | +430.1% | -236.7% | +91.8% |
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