+546.8%
ON vs IRM
+524.5%
+22.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.9% |
| 7D | +17.0% | +8.6% | +8.4% | +11.9% |
| 30D | -3.9% | 0.0% | -3.8% | -3.4% |
| 3M | -11.5% | -7.1% | -4.4% | -7.4% |
| 6M | -29.2% | -7.9% | -21.3% | -25.7% |
| YTD | +36.2% | +41.3% | -5.1% | +13.0% |
| 1Y | +49.6% | +20.7% | +28.9% | +34.8% |
| 3Y | +9.4% | +112.2% | -102.7% | -30.7% |
| 5Y | +25.8% | +191.2% | -165.4% | -33.4% |
| All | +546.8% | +524.5% | +22.2% | +114.1% |
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