-84.0%
OPEN vs IRM
+189.3%
-273.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.9% |
| 7D | -4.3% | -0.5% | -3.8% | -3.9% |
| 30D | -16.2% | -8.1% | -8.1% | -9.5% |
| 3M | -36.4% | -9.7% | -26.7% | -30.7% |
| 6M | -35.5% | +10.0% | -45.4% | -43.3% |
| YTD | -46.0% | +43.0% | -89.0% | -64.8% |
| 1Y | -47.1% | +32.7% | -79.8% | -63.1% |
| 3Y | -19.0% | +102.7% | -121.7% | -69.3% |
| All | -84.0% | +189.3% | -273.3% | -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 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