+17.5%
LUV vs IRM
+440.8%
-423.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | -1.0% | -1.4% | +0.5% | -0.3% |
| 30D | -12.4% | -7.4% | -5.0% | -9.4% |
| 3M | -11.0% | -7.4% | -3.6% | -8.1% |
| 6M | -5.0% | +8.7% | -13.6% | -9.1% |
| YTD | -3.8% | +40.9% | -44.7% | -18.8% |
| 1Y | +25.9% | +20.5% | +5.4% | +13.3% |
| 3Y | +42.2% | +101.7% | -59.5% | -3.2% |
| 5Y | -10.8% | +197.7% | -208.4% | -50.9% |
| All | +17.5% | +440.8% | -423.3% | -54.4% |
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 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