+425.7%
META vs IRM
+480.4%
-54.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.1% | +3.7% |
| 7D | +5.7% | -3.8% | +9.5% | +7.0% |
| 30D | -10.8% | -3.2% | -7.6% | -9.8% |
| 3M | +8.4% | -7.8% | +16.2% | +11.1% |
| 6M | +5.4% | -12.7% | +18.1% | +9.6% |
| YTD | -2.6% | +36.7% | -39.3% | -15.1% |
| 1Y | +3.5% | +10.0% | -6.5% | -2.5% |
| 3Y | +102.0% | +107.2% | -5.2% | +46.1% |
| 5Y | +93.1% | +181.6% | -88.5% | +24.7% |
| 10Y | +425.7% | +481.1% | -55.5% | +156.4% |
| All | +425.7% | +480.4% | -54.8% | +156.4% |
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 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