+3,190.4%
O vs IRM
+9,521.2%
-6,330.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -0.4% |
| 7D | +3.3% | -3.8% | +7.1% | +4.2% |
| 30D | +10.3% | -3.2% | +13.5% | +10.9% |
| 3M | -3.5% | -7.8% | +4.3% | -1.8% |
| 6M | -1.3% | -12.7% | +11.4% | +1.7% |
| YTD | +10.3% | +36.7% | -26.4% | -1.3% |
| 1Y | +10.4% | +10.0% | +0.4% | +5.1% |
| 3Y | +40.0% | +107.2% | -67.2% | +7.4% |
| 5Y | +12.4% | +181.6% | -169.2% | -22.4% |
| 10Y | +78.2% | +481.1% | -402.9% | -1.1% |
| All | +3,190.4% | +9,521.2% | -6,330.7% | +1,143.8% |
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