+7.3%
PL vs IRM
+10.0%
-2.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.1% | +10.4% | +11.3% |
| 7D | +10.9% | -3.8% | +14.6% | +14.3% |
| 30D | -16.4% | -3.2% | -13.2% | -13.9% |
| 3M | -39.9% | -7.8% | -32.2% | -36.0% |
| 6M | -63.2% | -12.7% | -50.5% | -59.0% |
| YTD | -27.1% | +36.7% | -63.8% | -45.6% |
| All | +7.3% | +10.0% | -2.7% | -3.5% |
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