-6.1%
PATH vs IRM
+103.0%
-109.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.3% | -17.2% |
| 7D | -16.3% | -0.5% | -15.8% | -16.3% |
| 30D | +9.9% | -8.1% | +18.0% | +12.8% |
| 3M | +30.2% | -9.7% | +39.8% | +33.9% |
| 6M | +37.2% | +10.0% | +27.2% | +28.9% |
| YTD | -7.3% | +43.0% | -50.3% | -24.1% |
| 1Y | +40.0% | +32.7% | +7.3% | +19.5% |
| All | -6.1% | +103.0% | -109.1% | -55.3% |
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