+31.8%
OMC vs IRM
+430.1%
-398.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.2% |
| 7D | -6.2% | -1.8% | -4.4% | -5.7% |
| 30D | -7.6% | -7.8% | +0.2% | -5.1% |
| 3M | +7.4% | -7.9% | +15.2% | +9.8% |
| 6M | +0.1% | +6.3% | -6.2% | -3.4% |
| YTD | +0.4% | +38.2% | -37.7% | -12.3% |
| 1Y | +7.8% | +19.8% | -12.1% | -1.4% |
| 3Y | +11.8% | +98.8% | -86.9% | -18.9% |
| 5Y | +32.5% | +191.8% | -159.3% | -19.8% |
| All | +31.8% | +430.1% | -398.3% | -40.1% |
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