+36.1%
ORLY vs IRM
+98.2%
-62.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.5% |
| 7D | -2.1% | -1.8% | -0.3% | -2.0% |
| 30D | -7.6% | -7.8% | +0.1% | -7.0% |
| 3M | -5.5% | -7.9% | +2.4% | -4.9% |
| 6M | -9.7% | +6.3% | -16.1% | -10.6% |
| YTD | -6.2% | +38.2% | -44.4% | -9.0% |
| 1Y | -18.6% | +19.8% | -38.5% | -20.5% |
| All | +36.1% | +98.2% | -62.1% | +19.5% |
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 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