+50.2%
OMC vs IRM
+520.0%
-469.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | +1.9% | +6.8% | -4.9% | -0.4% |
| 30D | +12.2% | +2.6% | +9.6% | +10.7% |
| 3M | +0.6% | -9.5% | +10.1% | +3.2% |
| 6M | +21.0% | -8.5% | +29.5% | +23.0% |
| YTD | +12.4% | +40.3% | -27.9% | -3.2% |
| 1Y | +25.4% | +28.7% | -3.3% | +11.3% |
| 3Y | +29.2% | +111.8% | -82.6% | -9.3% |
| 5Y | +52.6% | +189.1% | -136.5% | -8.0% |
| All | +50.2% | +520.0% | -469.8% | -34.7% |
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