+97.6%
META vs IRM
+182.6%
-85.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +3.3% | -5.1% | +8.3% | +5.3% |
| 30D | -10.8% | -3.3% | -7.5% | -9.7% |
| 3M | +7.9% | -8.2% | +16.1% | +11.1% |
| 6M | +5.4% | -12.8% | +18.1% | +10.3% |
| YTD | -2.6% | +36.6% | -39.2% | -18.2% |
| 1Y | +1.9% | +11.9% | -10.0% | -6.2% |
| 3Y | +97.0% | +105.1% | -8.2% | +22.5% |
| All | +97.6% | +182.6% | -85.1% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling