+485.4%
P vs IRM
+566.7%
-81.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | +18.8% | -8.1% | +26.9% | +23.7% |
| 3M | +26.7% | -9.7% | +36.4% | +32.9% |
| 6M | +62.2% | +10.0% | +52.2% | +54.1% |
| YTD | +48.5% | +43.0% | +5.5% | +24.3% |
| 1Y | +26.4% | +32.7% | -6.3% | +9.0% |
| 3Y | +159.4% | +102.7% | +56.7% | +82.3% |
| 5Y | +275.8% | +187.6% | +88.2% | +121.9% |
| 10Y | +732.0% | +420.1% | +311.9% | +261.1% |
| All | +485.4% | +566.7% | -81.4% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling