+21.7%
P vs IRM
+12.7%
+9.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.3% |
| 7D | -4.7% | -5.3% | +0.5% | -0.3% |
| 30D | -31.4% | -2.3% | -29.1% | -29.3% |
| 3M | -2.6% | -7.4% | +4.8% | +3.3% |
| 6M | +21.9% | -12.2% | +34.2% | +32.0% |
| YTD | +58.9% | +38.6% | +20.3% | +33.8% |
| 1Y | +21.7% | +14.9% | +6.9% | +5.5% |
| All | +21.7% | +12.7% | +9.0% | +5.5% |
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 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