+404.3%
META vs IRM
+456.9%
-52.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -0.8% | -8.6% | +7.8% | +2.2% |
| 30D | -15.4% | -8.0% | -7.4% | -13.1% |
| 3M | +3.5% | -12.0% | +15.5% | +7.8% |
| 6M | -0.3% | -18.2% | +17.9% | +6.0% |
| YTD | -7.3% | +31.4% | -38.7% | -18.2% |
| 1Y | -1.1% | +9.2% | -10.3% | -6.7% |
| 3Y | +95.1% | +94.6% | +0.5% | +44.2% |
| 5Y | +80.6% | +170.2% | -89.6% | +18.2% |
| All | +404.3% | +456.9% | -52.6% | +150.7% |
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