-88.6%
OPEN vs IRM
+448.1%
-536.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.9% | -11.4% | -11.0% |
| 7D | -31.0% | +8.6% | -39.6% | -35.6% |
| 30D | -41.5% | 0.0% | -41.5% | -41.8% |
| 3M | -64.6% | -7.1% | -57.5% | -62.9% |
| 6M | -73.8% | -7.9% | -65.9% | -72.5% |
| YTD | -78.8% | +41.3% | -120.1% | -84.9% |
| 1Y | -86.8% | +20.7% | -107.6% | -89.2% |
| 3Y | -40.6% | +112.2% | -152.8% | -71.0% |
| 5Y | -94.7% | +191.2% | -285.9% | -97.7% |
| All | -88.6% | +448.1% | -536.6% | -95.6% |
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 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