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  • PATH vs IRM✓SelectedUSD · IRMPATH vs IRM performance historyLatest closeAs of-16.63%09/04
Stock and ETF performance explorer

PATH vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-6.1%
IRM return
+103.0%
Excess return
-109.1%
Maximum drawdown
-65.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
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