+11.1%
PL vs IRM
+173.7%
-162.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -11.1% | +1.0% | -2.8% |
| 7D | -20.5% | -10.9% | -9.7% | -14.2% |
| 30D | -38.8% | -9.4% | -29.3% | -34.5% |
| 3M | -49.1% | -16.4% | -32.8% | -42.8% |
| 6M | -69.4% | -18.7% | -50.7% | -64.7% |
| YTD | -42.3% | +30.1% | -72.4% | -51.5% |
| 1Y | -14.2% | +8.5% | -22.7% | -18.7% |
| 3Y | +398.7% | +88.0% | +310.7% | +226.1% |
| 5Y | +11.1% | +167.6% | -156.4% | -38.6% |
| All | +11.1% | +173.7% | -162.6% | -38.6% |
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