+7.1%
LOW vs IRM
+187.5%
-180.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.4% | +6.8% | -5.4% | -0.7% |
| 30D | +21.7% | +2.6% | +19.1% | +20.3% |
| 3M | +5.0% | -9.5% | +14.5% | +7.8% |
| 6M | +4.6% | -8.5% | +13.1% | +6.4% |
| YTD | -3.5% | +40.3% | -43.8% | -16.3% |
| 1Y | +0.5% | +28.7% | -28.1% | -10.3% |
| 3Y | +24.8% | +111.8% | -87.0% | -14.4% |
| All | +7.1% | +187.5% | -180.4% | -35.3% |
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