+1,527.5%
META vs IRM
+948.3%
+579.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.5% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +4.8% | -8.1% | +12.8% | +7.4% |
| 3M | -1.6% | -9.7% | +8.0% | +1.1% |
| 6M | -7.5% | +10.0% | -17.5% | -11.3% |
| YTD | -6.4% | +43.0% | -49.4% | -18.2% |
| 1Y | -17.3% | +32.7% | -50.0% | -26.4% |
| 3Y | +109.9% | +102.7% | +7.2% | +60.1% |
| 5Y | +65.4% | +187.6% | -122.2% | +12.5% |
| 10Y | +391.8% | +420.1% | -28.3% | +172.5% |
| All | +1,527.5% | +948.3% | +579.2% | +629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling