+3,194.3%
O vs IRM
+9,658.3%
-6,464.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | +0.6% | -5.3% | +5.8% | +1.9% |
| 30D | +9.4% | -2.3% | +11.7% | +9.7% |
| 3M | -2.4% | -7.4% | +5.0% | -0.8% |
| 6M | -1.9% | -12.2% | +10.4% | +0.9% |
| YTD | +10.5% | +38.6% | -28.2% | -1.6% |
| 1Y | +10.0% | +14.9% | -4.9% | +3.4% |
| 3Y | +40.5% | +108.2% | -67.7% | +7.6% |
| 5Y | +10.2% | +183.8% | -173.6% | -24.1% |
| 10Y | +82.5% | +512.6% | -430.2% | -0.1% |
| All | +3,194.3% | +9,658.3% | -6,464.0% | +1,140.0% |
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 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