+54.7%
MSFT vs IRM
+104.5%
-49.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +2.0% |
| 7D | +7.5% | -3.8% | +11.3% | +8.3% |
| 30D | +1.9% | -3.2% | +5.1% | +2.5% |
| 3M | +9.2% | -7.8% | +17.0% | +10.6% |
| 6M | +31.9% | -12.7% | +44.6% | +34.6% |
| YTD | +13.4% | +36.7% | -23.3% | +4.4% |
| 1Y | +10.6% | +10.0% | +0.6% | +6.9% |
| 3Y | +54.7% | +107.2% | -52.5% | +26.3% |
| All | +54.7% | +104.5% | -49.8% | +26.3% |
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