+15,167.3%
MSFT vs IRM
+9,521.2%
+5,646.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +1.7% |
| 7D | +7.5% | -3.8% | +11.3% | +8.5% |
| 30D | +1.9% | -3.2% | +5.1% | +2.6% |
| 3M | +9.2% | -7.8% | +17.0% | +11.1% |
| 6M | +31.9% | -12.7% | +44.6% | +35.7% |
| YTD | +13.4% | +36.7% | -23.3% | +3.2% |
| 1Y | +10.6% | +10.0% | +0.6% | +6.2% |
| 3Y | +54.7% | +107.2% | -52.5% | +23.6% |
| 5Y | +69.1% | +181.6% | -112.5% | +23.8% |
| 10Y | +920.4% | +481.1% | +439.2% | +504.1% |
| All | +15,167.3% | +9,521.2% | +5,646.1% | +5,765.7% |
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 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