+554.8%
MA vs IRM
+480.4%
+74.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -0.8% |
| 7D | -0.3% | -3.8% | +3.4% | +0.6% |
| 30D | +11.3% | -3.2% | +14.5% | +12.1% |
| 3M | +16.7% | -7.8% | +24.5% | +18.9% |
| 6M | +32.8% | -12.7% | +45.5% | +37.0% |
| YTD | +15.6% | +36.7% | -21.1% | +0.6% |
| 1Y | +19.6% | +10.0% | +9.5% | +12.2% |
| 3Y | +72.1% | +107.2% | -35.1% | +21.7% |
| 5Y | +96.0% | +181.6% | -85.5% | +19.8% |
| 10Y | +554.8% | +481.1% | +73.6% | +171.2% |
| All | +554.8% | +480.4% | +74.3% | +171.2% |
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