-93.6%
OPEN vs IRM
+168.2%
-261.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +1.0% | -22.8% | -22.7% |
| 7D | -22.2% | -8.6% | -13.6% | -15.3% |
| 30D | -38.3% | -8.0% | -30.4% | -33.6% |
| 3M | -59.4% | -12.0% | -47.4% | -54.6% |
| 6M | -74.4% | -18.2% | -56.2% | -69.5% |
| YTD | -76.0% | +31.4% | -107.3% | -83.6% |
| 1Y | -78.7% | +9.2% | -87.8% | -82.1% |
| 3Y | -30.0% | +94.6% | -124.6% | -75.5% |
| All | -93.6% | +168.2% | -261.8% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling