+2,593.6%
NDAQ vs IRM
+2,033.3%
+560.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +0.8% | -8.6% | +9.4% | +4.3% |
| 30D | +16.5% | -8.0% | +24.5% | +19.9% |
| 3M | +13.5% | -12.0% | +25.5% | +18.6% |
| 6M | +20.9% | -18.2% | +39.1% | +29.3% |
| YTD | +11.4% | +31.4% | -20.0% | -3.4% |
| 1Y | +25.9% | +9.2% | +16.8% | +17.5% |
| 3Y | +119.9% | +94.6% | +25.3% | +55.3% |
| 5Y | +61.7% | +170.2% | -108.4% | -3.2% |
| 10Y | +481.6% | +464.3% | +17.3% | +133.2% |
| All | +2,593.6% | +2,033.3% | +560.3% | +560.6% |
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