-81.2%
PATH vs IRM
+234.8%
-316.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.5% |
| 7D | -5.3% | -8.6% | +3.3% | -1.8% |
| 30D | -0.5% | -8.0% | +7.4% | +2.6% |
| 3M | -7.1% | -12.0% | +4.8% | -2.8% |
| 6M | +23.8% | -18.2% | +42.0% | +32.7% |
| YTD | -20.7% | +31.4% | -52.0% | -34.8% |
| 1Y | -8.1% | +9.2% | -17.2% | -16.6% |
| 3Y | -21.8% | +94.6% | -116.4% | -53.4% |
| 5Y | -76.8% | +170.2% | -247.0% | -88.0% |
| All | -81.2% | +234.8% | -316.0% | -90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling