+26.9%
NDAQ vs IRM
+10.0%
+17.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.9% | -5.1% | +7.9% | +3.2% |
| 30D | +17.5% | -3.3% | +20.7% | +17.7% |
| 3M | +15.4% | -8.2% | +23.6% | +15.9% |
| 6M | +24.6% | -12.8% | +37.4% | +25.2% |
| YTD | +14.4% | +36.6% | -22.2% | +8.6% |
| 1Y | +26.9% | +11.9% | +15.0% | +25.0% |
| All | +26.9% | +10.0% | +17.0% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling