+9.0%
MSFT vs IRM
+19.5%
-10.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.7% | +5.0% | +6.5% |
| 7D | +4.7% | +2.6% | +2.1% | +4.4% |
| 30D | +5.8% | +5.6% | +0.2% | +5.3% |
| 3M | +13.0% | -4.7% | +17.7% | +13.1% |
| 6M | +34.9% | -6.1% | +41.0% | +35.0% |
| YTD | +15.7% | +46.3% | -30.7% | +8.5% |
| 1Y | +9.0% | +18.7% | -9.8% | +4.0% |
| All | +9.0% | +19.5% | -10.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling