+53.8%
NDAQ vs IRM
+192.5%
-138.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -2.6% | +1.6% | -4.2% | -3.0% |
| 30D | +0.5% | -4.2% | +4.7% | +1.6% |
| 3M | +9.9% | -5.4% | +15.3% | +11.2% |
| 6M | +8.2% | +12.0% | -3.8% | +3.1% |
| YTD | -1.5% | +42.0% | -43.5% | -13.8% |
| 1Y | +1.3% | +29.9% | -28.5% | -9.1% |
| 3Y | +92.6% | +104.4% | -11.8% | +40.7% |
| 5Y | +53.8% | +191.0% | -137.2% | -1.5% |
| All | +53.8% | +192.5% | -138.7% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling