+293.0%
LOW vs IRM
+520.0%
-227.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.4% |
| 7D | +1.4% | +6.8% | -5.4% | -1.0% |
| 30D | +21.7% | +2.6% | +19.1% | +20.1% |
| 3M | +5.0% | -9.5% | +14.5% | +8.1% |
| 6M | +4.6% | -8.5% | +13.1% | +6.6% |
| YTD | -3.5% | +40.3% | -43.8% | -17.3% |
| 1Y | +0.5% | +28.7% | -28.1% | -11.1% |
| 3Y | +24.8% | +111.8% | -87.0% | -13.7% |
| 5Y | +6.5% | +189.1% | -182.7% | -36.6% |
| All | +293.0% | +520.0% | -227.0% | +59.5% |
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