-27.4%
ON vs IRM
+101.2%
-128.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -4.1% |
| 7D | -2.2% | +1.6% | -3.8% | -3.0% |
| 30D | -12.4% | -4.2% | -8.2% | -10.3% |
| 3M | -41.2% | -5.4% | -35.8% | -39.7% |
| 6M | +25.0% | +12.0% | +13.0% | +17.5% |
| YTD | +31.3% | +42.0% | -10.8% | +8.9% |
| 1Y | +45.4% | +29.9% | +15.6% | +25.1% |
| 3Y | -27.4% | +104.4% | -131.8% | -60.5% |
| All | -27.4% | +101.2% | -128.7% | -60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling