+29.7%
OMC vs IRM
+190.5%
-160.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.3% |
| 7D | -4.2% | +3.0% | -7.3% | -5.0% |
| 30D | -7.5% | -5.2% | -2.3% | -6.3% |
| 3M | +4.6% | -8.0% | +12.7% | +6.5% |
| 6M | -4.8% | +9.2% | -14.0% | -8.4% |
| YTD | -1.0% | +41.0% | -42.0% | -12.2% |
| 1Y | +3.8% | +23.3% | -19.4% | -4.4% |
| 3Y | +10.2% | +102.8% | -92.6% | -17.7% |
| 5Y | +29.7% | +192.8% | -163.1% | -15.4% |
| All | +29.7% | +190.5% | -160.8% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling