+206.3%
P vs IRM
+113.6%
+92.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.1% |
| 7D | +17.8% | +8.6% | +9.2% | +11.8% |
| 30D | -29.9% | 0.0% | -29.8% | -29.0% |
| 3M | -1.2% | -7.1% | +6.0% | +4.5% |
| 6M | +32.1% | -7.9% | +40.0% | +39.8% |
| YTD | +64.3% | +41.3% | +23.0% | +33.8% |
| 1Y | +24.3% | +20.7% | +3.5% | +10.9% |
| All | +206.3% | +113.6% | +92.7% | +83.4% |
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 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