+13,893.7%
MSFT vs IRM
+9,964.6%
+3,929.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.7% | -2.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +2.7% | -8.1% | +10.8% | +4.7% |
| 3M | +17.0% | -9.7% | +26.6% | +19.6% |
| 6M | +23.8% | +10.0% | +13.8% | +19.8% |
| YTD | +4.0% | +43.0% | -39.0% | -6.3% |
| 1Y | -0.8% | +32.7% | -33.5% | -9.3% |
| 3Y | +55.6% | +102.7% | -47.1% | +25.2% |
| 5Y | +72.9% | +187.6% | -114.7% | +25.9% |
| 10Y | +875.8% | +420.1% | +455.7% | +492.6% |
| All | +13,893.7% | +9,964.6% | +3,929.1% | +5,225.9% |
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