+176.6%
P vs IRM
+90.1%
+86.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +2.9% |
| 7D | -23.8% | -8.6% | -15.2% | -18.6% |
| 30D | -36.6% | -8.0% | -28.6% | -32.4% |
| 3M | +10.9% | -12.0% | +22.9% | +21.5% |
| 6M | +30.0% | -18.2% | +48.1% | +47.8% |
| YTD | +44.4% | +31.4% | +13.0% | +23.3% |
| 1Y | +3.9% | +9.2% | -5.2% | -1.4% |
| 3Y | +176.6% | +94.6% | +82.0% | +77.2% |
| All | +176.6% | +90.1% | +86.5% | +77.2% |
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