+34.1%
MSCI vs IRM
+90.1%
-56.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.2% | -2.5% |
| 7D | +2.8% | -8.6% | +11.4% | +4.7% |
| 30D | +15.4% | -8.0% | +23.4% | +17.2% |
| 3M | +13.4% | -12.0% | +25.4% | +16.1% |
| 6M | +10.9% | -18.2% | +29.1% | +15.0% |
| YTD | +13.0% | +31.4% | -18.4% | +0.8% |
| 1Y | +12.0% | +9.2% | +2.9% | +6.2% |
| 3Y | +34.1% | +94.6% | -60.5% | -6.0% |
| All | +34.1% | +90.1% | -56.0% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling