+67.0%
MAR vs IRM
+102.2%
-35.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | -0.5% | +3.0% | -3.5% | -1.3% |
| 30D | -4.7% | -5.2% | +0.6% | -3.3% |
| 3M | -15.6% | -8.0% | -7.6% | -13.9% |
| 6M | +1.2% | +9.2% | -7.9% | -2.5% |
| YTD | +7.5% | +41.0% | -33.5% | -5.0% |
| 1Y | +26.6% | +23.3% | +3.4% | +16.2% |
| All | +67.0% | +102.2% | -35.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling