+3,254.5%
O vs IRM
+9,964.6%
-6,710.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | -0.7% | -0.5% | -0.3% | -0.6% |
| 30D | -1.9% | -8.1% | +6.2% | +0.4% |
| 3M | +3.8% | -9.7% | +13.5% | +6.5% |
| 6M | -4.7% | +10.0% | -14.7% | -8.2% |
| YTD | +12.5% | +43.0% | -30.5% | -0.2% |
| 1Y | +10.8% | +32.7% | -21.8% | +0.1% |
| 3Y | +28.8% | +102.7% | -73.9% | 0.0% |
| 5Y | +13.2% | +187.6% | -174.4% | -21.9% |
| 10Y | +53.5% | +420.1% | -366.7% | -12.2% |
| All | +3,254.5% | +9,964.6% | -6,710.1% | +1,157.6% |
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