+50.0%
LULU vs IRM
+440.8%
-390.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +1.5% |
| 7D | -1.6% | -1.4% | -0.2% | -1.1% |
| 30D | -18.1% | -7.4% | -10.7% | -16.3% |
| 3M | -18.8% | -7.4% | -11.4% | -17.3% |
| 6M | -39.2% | +8.7% | -47.9% | -41.8% |
| YTD | -52.4% | +40.9% | -93.3% | -58.7% |
| 1Y | -40.3% | +20.5% | -60.8% | -45.5% |
| 3Y | -75.1% | +101.7% | -176.8% | -82.0% |
| 5Y | -76.7% | +197.7% | -274.4% | -85.6% |
| All | +50.0% | +440.8% | -390.8% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling