+2,498.9%
MAR vs IRM
+4,474.8%
-1,975.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -4.2% | -0.5% | -3.7% | -4.0% |
| 30D | -6.7% | -8.1% | +1.4% | -4.1% |
| 3M | -12.5% | -9.7% | -2.8% | -9.9% |
| 6M | +0.6% | +10.0% | -9.4% | -3.5% |
| YTD | +9.1% | +43.0% | -33.9% | -4.5% |
| 1Y | +26.2% | +32.7% | -6.5% | +12.5% |
| 3Y | +68.2% | +102.7% | -34.6% | +27.1% |
| 5Y | +163.9% | +187.6% | -23.7% | +74.0% |
| 10Y | +420.6% | +420.1% | +0.4% | +168.3% |
| All | +2,498.9% | +4,474.8% | -1,975.9% | +644.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling