+1,546.4%
OMC vs IRM
+9,964.6%
-8,418.2%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | -6.4% | -0.5% | -6.0% | -6.3% |
| 30D | +1.1% | -8.1% | +9.2% | +3.4% |
| 3M | +10.4% | -9.7% | +20.1% | +13.1% |
| 6M | -1.7% | +10.0% | -11.7% | -5.3% |
| YTD | +4.4% | +43.0% | -38.6% | -6.9% |
| 1Y | +8.4% | +32.7% | -24.2% | -1.7% |
| 3Y | +14.4% | +102.7% | -88.3% | -9.8% |
| 5Y | +33.9% | +187.6% | -153.7% | -5.8% |
| 10Y | +34.9% | +420.1% | -385.3% | -21.9% |
| All | +1,546.4% | +9,964.6% | -8,418.2% | +463.6% |
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