+62.8%
META vs IRM
+189.3%
-126.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.4% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +4.8% | -8.1% | +12.8% | +8.0% |
| 3M | -1.6% | -9.7% | +8.0% | +1.8% |
| 6M | -7.5% | +10.0% | -17.5% | -12.8% |
| YTD | -6.4% | +43.0% | -49.4% | -22.3% |
| 1Y | -17.3% | +32.7% | -50.0% | -29.7% |
| 3Y | +109.9% | +102.7% | +7.2% | +35.2% |
| All | +62.8% | +189.3% | -126.5% | -19.1% |
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