+23.8%
MSFT vs IRM
+10.1%
+13.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +2.7% | -8.1% | +10.8% | +3.1% |
| 3M | +17.0% | -9.7% | +26.6% | +17.2% |
| 6M | +23.8% | +10.0% | +13.8% | +17.7% |
| All | +23.8% | +10.1% | +13.7% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling