+572.1%
ON vs IRM
+430.1%
+142.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.1% |
| 7D | -4.7% | -1.8% | -2.9% | -3.8% |
| 30D | -13.5% | -7.8% | -5.7% | -9.6% |
| 3M | -36.3% | -7.9% | -28.5% | -33.7% |
| 6M | +17.8% | +6.3% | +11.4% | +13.8% |
| YTD | +29.6% | +38.2% | -8.6% | +8.6% |
| 1Y | +45.8% | +19.8% | +26.0% | +30.9% |
| 3Y | -28.3% | +98.8% | -127.1% | -52.9% |
| 5Y | +49.6% | +191.8% | -142.1% | -20.5% |
| All | +572.1% | +430.1% | +142.0% | +144.0% |
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