+40.4%
PL vs IRM
+251.1%
-210.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -4.3% |
| 7D | +22.3% | +8.6% | +13.6% | +16.3% |
| 30D | -8.3% | 0.0% | -8.3% | -7.9% |
| 3M | -43.3% | -7.1% | -36.1% | -40.4% |
| 6M | -65.8% | -7.9% | -57.9% | -63.9% |
| YTD | -29.5% | +41.3% | -70.8% | -42.7% |
| 1Y | +11.7% | +20.7% | -9.0% | 0.0% |
| 3Y | +540.6% | +112.2% | +428.4% | +314.4% |
| 5Y | +32.9% | +191.2% | -158.3% | -23.1% |
| All | +40.4% | +251.1% | -210.7% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling