+6.0%
LOW vs IRM
+186.9%
-180.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | -2.6% | -1.8% | -0.8% | -2.1% |
| 30D | -11.1% | -7.8% | -3.4% | -9.0% |
| 3M | -8.5% | -7.9% | -0.7% | -6.6% |
| 6M | -20.8% | +6.3% | -27.2% | -23.5% |
| YTD | -17.2% | +38.2% | -55.4% | -27.3% |
| 1Y | -24.7% | +19.8% | -44.6% | -30.9% |
| 3Y | -9.7% | +98.8% | -108.5% | -35.4% |
| 5Y | +6.0% | +191.8% | -185.8% | -34.8% |
| All | +6.0% | +186.9% | -180.9% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling