+33,972.1%
ORLY vs IRM
+9,897.4%
+24,074.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -2.3% | +1.6% | -4.0% | -2.7% |
| 30D | -8.2% | -4.2% | -4.0% | -7.4% |
| 3M | -3.5% | -5.4% | +1.8% | -2.6% |
| 6M | -9.2% | +12.0% | -21.2% | -12.2% |
| YTD | -5.8% | +42.0% | -47.9% | -14.0% |
| 1Y | -19.3% | +29.9% | -49.1% | -25.1% |
| 3Y | +34.4% | +104.4% | -69.9% | +9.1% |
| 5Y | +117.8% | +191.0% | -73.2% | +59.1% |
| 10Y | +356.9% | +417.1% | -60.2% | +178.9% |
| All | +33,972.1% | +9,897.4% | +24,074.7% | +11,741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling