+779.7%
MSCI vs IRM
+480.4%
+299.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.2% | -0.5% |
| 7D | +1.5% | -3.8% | +5.2% | +2.5% |
| 30D | +14.4% | -3.2% | +17.6% | +15.3% |
| 3M | +15.2% | -7.8% | +23.0% | +17.6% |
| 6M | +11.2% | -12.7% | +23.9% | +14.9% |
| YTD | +13.9% | +36.7% | -22.8% | -1.0% |
| 1Y | +12.5% | +10.0% | +2.5% | +5.6% |
| 3Y | +32.3% | +107.2% | -74.9% | -4.9% |
| 5Y | +4.9% | +181.6% | -176.7% | -32.7% |
| 10Y | +779.7% | +481.1% | +298.6% | +317.1% |
| All | +779.7% | +480.4% | +299.3% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling