+1,671.2%
OMC vs IRM
+9,772.9%
-8,101.7%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +1.9% | +6.8% | -4.9% | 0.0% |
| 30D | +12.2% | +2.6% | +9.6% | +11.0% |
| 3M | +0.6% | -9.5% | +10.1% | +2.8% |
| 6M | +21.0% | -8.5% | +29.5% | +22.7% |
| YTD | +12.4% | +40.3% | -27.9% | +0.2% |
| 1Y | +25.4% | +28.7% | -3.3% | +14.4% |
| 3Y | +29.2% | +111.8% | -82.6% | +0.1% |
| 5Y | +52.6% | +189.1% | -136.5% | +6.7% |
| 10Y | +53.6% | +519.8% | -466.2% | -15.3% |
| All | +1,671.2% | +9,772.9% | -8,101.7% | +506.3% |
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