+74.7%
PBR vs IRM
+22.0%
+52.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.9% | -1.0% |
| 7D | +5.4% | -1.4% | +6.8% | +5.5% |
| 30D | +22.9% | -7.4% | +30.3% | +23.8% |
| 3M | +19.6% | -7.4% | +27.0% | +20.5% |
| 6M | +16.5% | +8.7% | +7.8% | +14.7% |
| YTD | +86.7% | +40.9% | +45.7% | +77.8% |
| 1Y | +74.7% | +20.5% | +54.2% | +70.1% |
| All | +74.7% | +22.0% | +52.7% | +70.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling