+572.2%
PBR vs IRM
+186.9%
+385.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.5% |
| 7D | +4.2% | -1.8% | +6.1% | +4.6% |
| 30D | +22.7% | -7.8% | +30.5% | +24.5% |
| 3M | +21.5% | -7.9% | +29.4% | +23.1% |
| 6M | +24.0% | +6.3% | +17.7% | +21.5% |
| YTD | +88.2% | +38.2% | +50.1% | +73.8% |
| 1Y | +74.8% | +19.8% | +55.0% | +66.0% |
| 3Y | +105.1% | +98.8% | +6.4% | +63.8% |
| 5Y | +572.2% | +191.8% | +380.5% | +393.6% |
| All | +572.2% | +186.9% | +385.4% | +393.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling