+14,830.7%
MSFT vs IRM
+9,515.1%
+5,315.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -5.1% | +7.4% | +3.6% |
| 30D | -0.4% | -3.3% | +2.9% | +0.4% |
| 3M | +5.6% | -8.2% | +13.7% | +7.5% |
| 6M | +29.0% | -12.8% | +41.7% | +32.7% |
| YTD | +10.9% | +36.6% | -25.7% | +1.0% |
| 1Y | +6.2% | +11.9% | -5.7% | +1.6% |
| 3Y | +47.6% | +105.1% | -57.5% | +18.3% |
| 5Y | +67.9% | +182.4% | -114.5% | +22.8% |
| 10Y | +922.9% | +505.1% | +417.7% | +500.0% |
| All | +14,830.7% | +9,515.1% | +5,315.6% | +5,637.3% |
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 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