+870.5%
MSFT vs IRM
+441.0%
+429.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | -1.0% | +3.0% | -4.1% | -1.9% |
| 30D | -2.7% | -5.2% | +2.6% | -1.2% |
| 3M | +22.1% | -8.0% | +30.1% | +24.7% |
| 6M | +20.6% | +9.2% | +11.4% | +15.9% |
| YTD | +2.3% | +41.0% | -38.7% | -10.0% |
| 1Y | -0.5% | +23.3% | -23.8% | -9.0% |
| 3Y | +50.5% | +102.8% | -52.3% | +11.9% |
| 5Y | +72.3% | +192.8% | -120.4% | +10.6% |
| All | +870.5% | +441.0% | +429.5% | +370.9% |
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 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