+707.9%
P vs IRM
+480.4%
+227.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.2% |
| 7D | -9.6% | -3.8% | -5.9% | -7.2% |
| 30D | -33.4% | -3.2% | -30.2% | -31.6% |
| 3M | +14.2% | -7.8% | +22.0% | +20.4% |
| 6M | +31.6% | -12.7% | +44.3% | +42.2% |
| YTD | +53.5% | +36.7% | +16.8% | +32.0% |
| 1Y | +14.2% | +10.0% | +4.1% | +8.9% |
| 3Y | +190.5% | +107.2% | +83.3% | +101.7% |
| 5Y | +256.3% | +181.6% | +74.8% | +110.3% |
| 10Y | +707.9% | +481.1% | +226.7% | +241.3% |
| All | +707.9% | +480.4% | +227.4% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling