+475.8%
NDAQ vs IRM
+481.3%
-5.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.9% | -5.1% | +7.9% | +4.4% |
| 30D | +17.5% | -3.3% | +20.7% | +18.3% |
| 3M | +15.4% | -8.2% | +23.6% | +18.0% |
| 6M | +24.6% | -12.8% | +37.4% | +28.9% |
| YTD | +14.4% | +36.6% | -22.2% | +0.1% |
| 1Y | +26.9% | +11.9% | +15.0% | +18.9% |
| 3Y | +119.8% | +105.1% | +14.7% | +59.9% |
| 5Y | +70.5% | +182.4% | -111.9% | +8.1% |
| 10Y | +475.8% | +505.1% | -29.4% | +168.3% |
| All | +475.8% | +481.3% | -5.5% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling