+2,327.9%
NDAQ vs IRM
+2,222.3%
+105.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -2.5% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | +2.5% | -8.1% | +10.5% | +5.8% |
| 3M | +9.9% | -9.7% | +19.6% | +13.8% |
| 6M | +9.4% | +10.0% | -0.6% | +3.6% |
| YTD | +0.4% | +43.0% | -42.6% | -15.4% |
| 1Y | +4.0% | +32.7% | -28.6% | -10.2% |
| 3Y | +94.4% | +102.7% | -8.3% | +35.9% |
| 5Y | +56.7% | +187.6% | -130.8% | -8.2% |
| 10Y | +375.3% | +420.1% | -44.8% | +99.4% |
| All | +2,327.9% | +2,222.3% | +105.6% | +478.9% |
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