+55.3%
O vs IRM
+418.7%
-363.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | -2.3% | +3.0% | -5.3% | -3.5% |
| 30D | -2.4% | -5.2% | +2.8% | -0.4% |
| 3M | -0.6% | -8.0% | +7.4% | +2.3% |
| 6M | -5.0% | +9.2% | -14.2% | -10.0% |
| YTD | +10.4% | +41.0% | -30.6% | -7.6% |
| 1Y | +6.6% | +23.3% | -16.7% | -5.9% |
| 3Y | +28.4% | +102.8% | -74.5% | -16.8% |
| 5Y | +15.3% | +192.8% | -177.5% | -41.0% |
| 10Y | +55.3% | +439.6% | -384.3% | -49.0% |
| All | +55.3% | +418.7% | -363.4% | -49.0% |
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 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