+3,168.2%
MAR vs IRM
+4,387.7%
-1,219.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.1% |
| 7D | +1.6% | +6.8% | -5.2% | -0.7% |
| 30D | +13.8% | +2.6% | +11.2% | +12.5% |
| 3M | +20.3% | -9.5% | +29.7% | +23.7% |
| 6M | +21.3% | -8.5% | +29.8% | +23.7% |
| YTD | +37.2% | +40.3% | -3.1% | +20.3% |
| 1Y | +48.4% | +28.7% | +19.8% | +33.7% |
| 3Y | +120.1% | +111.8% | +8.3% | +63.2% |
| 5Y | +182.1% | +189.1% | -7.0% | +85.1% |
| 10Y | +530.2% | +519.8% | +10.4% | +206.2% |
| All | +3,168.2% | +4,387.7% | -1,219.5% | +837.4% |
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