+8,758.5%
LOW vs IRM
+9,772.9%
-1,014.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +1.4% | +6.8% | -5.4% | -0.6% |
| 30D | +21.7% | +2.6% | +19.1% | +20.4% |
| 3M | +5.0% | -9.5% | +14.5% | +7.6% |
| 6M | +4.6% | -8.5% | +13.1% | +6.3% |
| YTD | -3.5% | +40.3% | -43.8% | -14.5% |
| 1Y | +0.5% | +28.7% | -28.1% | -8.7% |
| 3Y | +24.8% | +111.8% | -87.0% | -4.9% |
| 5Y | +6.5% | +189.1% | -182.7% | -27.1% |
| 10Y | +294.6% | +519.8% | -225.2% | +108.7% |
| All | +8,758.5% | +9,772.9% | -1,014.4% | +3,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling