+100.0%
PBR vs IRM
+102.2%
-2.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +0.3% | +3.0% | -2.7% | -0.1% |
| 30D | +17.5% | -5.2% | +22.7% | +18.3% |
| 3M | +20.9% | -8.0% | +28.9% | +22.1% |
| 6M | +20.2% | +9.2% | +11.1% | +18.1% |
| YTD | +84.3% | +41.0% | +43.3% | +73.8% |
| 1Y | +77.1% | +23.3% | +53.9% | +70.2% |
| All | +100.0% | +102.2% | -2.2% | +69.2% |
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