+7,802.9%
LOW vs IRM
+9,964.6%
-2,161.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.8% |
| 7D | -1.7% | -0.5% | -1.3% | -1.6% |
| 30D | -7.0% | -8.1% | +1.0% | -4.8% |
| 3M | -0.9% | -9.7% | +8.8% | +1.7% |
| 6M | -20.1% | +10.0% | -30.1% | -23.1% |
| YTD | -13.9% | +43.0% | -56.9% | -23.8% |
| 1Y | -21.1% | +32.7% | -53.8% | -29.0% |
| 3Y | -6.6% | +102.7% | -109.4% | -27.6% |
| 5Y | +9.4% | +187.6% | -178.2% | -24.8% |
| 10Y | +220.5% | +420.1% | -199.6% | +78.4% |
| All | +7,802.9% | +9,964.6% | -2,161.7% | +2,682.4% |
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