+13.7%
O vs IRM
+192.5%
-178.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.6% | +1.6% | -2.2% | -1.0% |
| 30D | -2.0% | -4.2% | +2.2% | -0.9% |
| 3M | +3.0% | -5.4% | +8.4% | +4.1% |
| 6M | -3.6% | +12.0% | -15.7% | -7.8% |
| YTD | +12.1% | +42.0% | -30.0% | -0.8% |
| 1Y | +8.9% | +29.9% | -21.0% | -1.4% |
| 3Y | +30.3% | +104.4% | -74.0% | -6.1% |
| 5Y | +13.7% | +191.0% | -177.3% | -28.5% |
| All | +13.7% | +192.5% | -178.8% | -28.5% |
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