+238.6%
P vs IRM
+168.2%
+70.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.6% | +3.0% |
| 7D | -23.8% | -8.6% | -15.2% | -19.1% |
| 30D | -36.6% | -8.0% | -28.6% | -32.8% |
| 3M | +10.9% | -12.0% | +22.9% | +20.7% |
| 6M | +30.0% | -18.2% | +48.1% | +46.6% |
| YTD | +44.4% | +31.4% | +13.0% | +24.8% |
| 1Y | +3.9% | +9.2% | -5.2% | -1.0% |
| 3Y | +176.6% | +94.6% | +82.0% | +88.6% |
| All | +238.6% | +168.2% | +70.5% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling