-30.0%
OPEN vs IRM
+90.1%
-120.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.0% | -22.8% | -22.5% |
| 7D | -22.2% | -8.6% | -13.6% | -16.9% |
| 30D | -38.3% | -8.0% | -30.4% | -34.6% |
| 3M | -59.4% | -12.0% | -47.4% | -55.7% |
| 6M | -74.4% | -18.2% | -56.2% | -70.6% |
| YTD | -76.0% | +31.4% | -107.3% | -82.0% |
| 1Y | -78.7% | +9.2% | -87.8% | -81.2% |
| 3Y | -30.0% | +94.6% | -124.6% | -80.3% |
| All | -30.0% | +90.1% | -120.1% | -80.3% |
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 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