+82.3%
PL vs IRM
+189.3%
-107.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.3% |
| 7D | -9.3% | -0.5% | -8.8% | -9.3% |
| 30D | -18.9% | -8.1% | -10.8% | -14.8% |
| 3M | -58.4% | -9.7% | -48.7% | -55.7% |
| 6M | -30.3% | +10.0% | -40.3% | -34.3% |
| YTD | -8.1% | +43.0% | -51.1% | -27.2% |
| 1Y | +180.5% | +32.7% | +147.8% | +132.5% |
| 3Y | +444.1% | +102.7% | +341.4% | +243.4% |
| All | +82.3% | +189.3% | -107.0% | -1.6% |
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