+374.8%
META vs IRM
+409.6%
-34.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | -8.1% | +12.8% | +7.6% |
| 3M | -1.6% | -9.7% | +8.0% | +1.4% |
| 6M | -7.5% | +10.0% | -17.5% | -11.8% |
| YTD | -6.4% | +43.0% | -49.4% | -19.5% |
| 1Y | -17.3% | +32.7% | -50.0% | -27.5% |
| 3Y | +109.9% | +102.7% | +7.2% | +53.8% |
| 5Y | +65.4% | +187.6% | -122.2% | +6.2% |
| All | +374.8% | +409.6% | -34.8% | +140.2% |
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