+39.5%
PL vs IRM
+181.9%
-142.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +5.6% | -5.1% | +10.7% | +9.6% |
| 30D | -16.9% | -3.3% | -13.7% | -14.7% |
| 3M | -38.2% | -8.2% | -30.1% | -34.4% |
| 6M | -63.4% | -12.8% | -50.7% | -59.8% |
| YTD | -27.6% | +36.6% | -64.2% | -40.9% |
| 1Y | +6.6% | +11.9% | -5.3% | -0.8% |
| 3Y | +557.6% | +105.1% | +452.5% | +308.9% |
| 5Y | +39.5% | +182.4% | -142.9% | -25.4% |
| All | +39.5% | +181.9% | -142.4% | -25.4% |
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