+57.4%
MAR vs IRM
+19.5%
+37.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.7% |
| 7D | +7.7% | +2.6% | +5.1% | +7.1% |
| 30D | +19.4% | +5.6% | +13.7% | +18.0% |
| 3M | +23.3% | -4.7% | +28.1% | +24.2% |
| 6M | +22.8% | -6.1% | +28.9% | +23.9% |
| YTD | +37.8% | +46.3% | -8.6% | +23.8% |
| 1Y | +57.4% | +18.7% | +38.7% | +51.6% |
| All | +57.4% | +19.5% | +37.9% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling