+198.6%
PM vs IRM
+407.3%
-208.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -1.3% | +1.6% | -2.9% | -1.7% |
| 30D | -2.6% | -4.2% | +1.6% | -1.6% |
| 3M | +5.8% | -5.4% | +11.2% | +6.8% |
| 6M | +10.6% | +12.0% | -1.5% | +6.1% |
| YTD | +17.2% | +42.0% | -24.9% | +5.0% |
| 1Y | +17.6% | +29.9% | -12.2% | +7.4% |
| 3Y | +124.3% | +104.4% | +19.9% | +74.3% |
| 5Y | +125.1% | +191.0% | -65.9% | +53.0% |
| 10Y | +198.6% | +417.1% | -218.5% | +59.1% |
| All | +198.6% | +407.3% | -208.7% | +59.1% |
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