-20.4%
ORLY vs IRM
+22.0%
-42.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.7% | +0.2% |
| 7D | -2.4% | -1.4% | -0.9% | -2.2% |
| 30D | -6.8% | -7.4% | +0.6% | -6.1% |
| 3M | -4.8% | -7.4% | +2.6% | -4.3% |
| 6M | -9.1% | +8.7% | -17.7% | -10.9% |
| YTD | -5.9% | +40.9% | -46.9% | -7.9% |
| 1Y | -20.4% | +20.5% | -40.9% | -23.9% |
| All | -20.4% | +22.0% | -42.4% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling