+45.2%
PL vs IRM
+239.7%
-194.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.1% | +10.4% | +11.9% |
| 7D | +10.9% | -3.8% | +14.6% | +13.9% |
| 30D | -16.4% | -3.2% | -13.2% | -14.2% |
| 3M | -39.9% | -7.8% | -32.2% | -36.6% |
| 6M | -63.2% | -12.7% | -50.5% | -59.7% |
| YTD | -27.1% | +36.7% | -63.8% | -39.4% |
| 1Y | +12.2% | +10.0% | +2.1% | +6.1% |
| 3Y | +584.3% | +107.2% | +477.1% | +350.4% |
| 5Y | +37.0% | +181.6% | -144.6% | -19.0% |
| All | +45.2% | +239.7% | -194.6% | -14.7% |
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