+2,417.1%
MSCI vs IRM
+803.2%
+1,614.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +0.6% | -8.1% | +8.6% | +3.7% |
| 3M | -7.1% | -9.7% | +2.6% | -4.1% |
| 6M | +0.8% | +10.0% | -9.2% | -4.8% |
| YTD | +1.0% | +43.0% | -42.0% | -15.1% |
| 1Y | +4.3% | +32.7% | -28.4% | -10.3% |
| 3Y | +9.9% | +102.7% | -92.8% | -23.1% |
| 5Y | -6.8% | +187.6% | -194.3% | -44.4% |
| 10Y | +614.7% | +420.1% | +194.6% | +206.4% |
| All | +2,417.1% | +803.2% | +1,614.0% | +607.9% |
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