-81.1%
PATH vs IRM
+231.6%
-312.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.1% | +7.4% | +1.0% |
| 7D | -5.6% | -10.9% | +5.3% | -1.1% |
| 30D | -0.7% | -9.4% | +8.8% | +3.2% |
| 3M | -5.9% | -16.4% | +10.5% | +0.8% |
| 6M | +21.6% | -18.7% | +40.3% | +30.7% |
| YTD | -20.6% | +30.1% | -50.7% | -34.4% |
| 1Y | -10.6% | +8.5% | -19.1% | -18.8% |
| 3Y | -24.9% | +88.0% | -112.9% | -54.3% |
| 5Y | -76.8% | +167.6% | -244.4% | -88.0% |
| All | -81.1% | +231.6% | -312.7% | -89.9% |
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