-9.1%
LOW vs IRM
+102.2%
-111.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -0.6% | +3.0% | -3.6% | -1.4% |
| 30D | -9.3% | -5.2% | -4.0% | -8.1% |
| 3M | -8.1% | -8.0% | 0.0% | -6.5% |
| 6M | -19.8% | +9.2% | -28.9% | -22.7% |
| YTD | -16.4% | +41.0% | -57.4% | -25.5% |
| 1Y | -24.7% | +23.3% | -47.9% | -30.5% |
| All | -9.1% | +102.2% | -111.3% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling