+605.8%
MSCI vs IRM
+407.3%
+198.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | -1.7% | -4.2% | +2.4% | -0.5% |
| 3M | -8.2% | -5.4% | -2.9% | -7.2% |
| 6M | -2.4% | +12.0% | -14.5% | -7.8% |
| YTD | -2.8% | +42.0% | -44.9% | -16.2% |
| 1Y | -2.7% | +29.9% | -32.5% | -13.9% |
| 3Y | +7.3% | +104.4% | -97.1% | -22.0% |
| 5Y | -11.4% | +191.0% | -202.4% | -43.7% |
| 10Y | +605.8% | +417.1% | +188.7% | +247.1% |
| All | +605.8% | +407.3% | +198.5% | +247.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling