+455.3%
PL vs IRM
+90.1%
+365.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.0% | +9.4% | +9.7% |
| 7D | -6.8% | -8.6% | +1.8% | -0.4% |
| 30D | -29.3% | -8.0% | -21.3% | -24.7% |
| 3M | -44.8% | -12.0% | -32.8% | -39.3% |
| 6M | -68.4% | -18.2% | -50.2% | -63.2% |
| YTD | -36.4% | +31.4% | -67.7% | -48.1% |
| 1Y | +0.7% | +9.2% | -8.4% | -5.8% |
| 3Y | +455.3% | +94.6% | +360.7% | +143.5% |
| All | +455.3% | +90.1% | +365.2% | +143.5% |
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 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