+447.1%
META vs IRM
+524.5%
-77.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.5% |
| 7D | +3.1% | +8.6% | -5.5% | +0.1% |
| 30D | -18.2% | 0.0% | -18.2% | -18.3% |
| 3M | +7.8% | -7.1% | +15.0% | +10.2% |
| 6M | +3.6% | -7.9% | +11.5% | +5.8% |
| YTD | -5.3% | +41.3% | -46.6% | -18.4% |
| 1Y | +2.7% | +20.7% | -18.0% | -6.4% |
| 3Y | +91.5% | +112.2% | -20.7% | +37.4% |
| 5Y | +84.7% | +191.2% | -106.5% | +17.9% |
| All | +447.1% | +524.5% | -77.4% | +162.3% |
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