+424.9%
MAR vs IRM
+430.1%
-5.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | 0.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -5.7% | -7.8% | +2.1% | -3.0% |
| 3M | -14.6% | -7.9% | -6.8% | -12.6% |
| 6M | +1.3% | +6.3% | -5.0% | -1.9% |
| YTD | +6.7% | +38.2% | -31.5% | -6.7% |
| 1Y | +26.4% | +19.8% | +6.6% | +15.9% |
| 3Y | +64.7% | +98.8% | -34.0% | +20.2% |
| 5Y | +153.1% | +191.8% | -38.7% | +55.9% |
| All | +424.9% | +430.1% | -5.2% | +137.0% |
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