+250.9%
PM vs IRM
+481.3%
-230.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -6.6% | -5.1% | -1.6% | -5.5% |
| 30D | -3.4% | -3.3% | -0.2% | -2.9% |
| 3M | +5.3% | -8.2% | +13.5% | +7.0% |
| 6M | +15.5% | -12.8% | +28.3% | +18.4% |
| YTD | +24.3% | +36.6% | -12.4% | +12.2% |
| 1Y | +29.7% | +11.9% | +17.8% | +23.4% |
| 3Y | +144.9% | +105.1% | +39.8% | +90.0% |
| 5Y | +159.0% | +182.4% | -23.4% | +77.9% |
| 10Y | +250.9% | +505.1% | -254.2% | +78.2% |
| All | +250.9% | +481.3% | -230.4% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling