+92.2%
META vs IRM
+96.5%
-4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.6% |
| 7D | -0.8% | -8.6% | +7.8% | +1.7% |
| 30D | -15.4% | -8.0% | -7.4% | -13.4% |
| 3M | +3.5% | -12.0% | +15.5% | +7.1% |
| 6M | -0.3% | -18.2% | +17.9% | +4.9% |
| YTD | -7.3% | +31.4% | -38.7% | -18.0% |
| 1Y | -1.1% | +9.2% | -10.3% | -6.3% |
| All | +92.2% | +96.5% | -4.3% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling