+715.0%
P vs IRM
+407.3%
+307.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +7.8% | +1.6% | +6.2% | +7.0% |
| 30D | +12.3% | -4.2% | +16.5% | +14.9% |
| 3M | +37.1% | -5.4% | +42.5% | +40.5% |
| 6M | +66.1% | +12.0% | +54.1% | +56.3% |
| YTD | +50.9% | +42.0% | +8.9% | +26.3% |
| 1Y | +27.2% | +29.9% | -2.6% | +10.5% |
| 3Y | +158.7% | +104.4% | +54.3% | +79.7% |
| 5Y | +291.1% | +191.0% | +100.1% | +127.0% |
| 10Y | +715.0% | +417.1% | +297.9% | +234.4% |
| All | +715.0% | +407.3% | +307.7% | +234.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling