+161.2%
PM vs IRM
+188.8%
-27.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.8% | -0.1% |
| 7D | -2.4% | +8.6% | -11.0% | -3.7% |
| 30D | -1.3% | 0.0% | -1.3% | -1.4% |
| 3M | +6.5% | -7.1% | +13.7% | +7.6% |
| 6M | +7.0% | -7.9% | +14.9% | +7.9% |
| YTD | +25.8% | +41.3% | -15.5% | +16.2% |
| 1Y | +30.9% | +20.7% | +10.2% | +24.6% |
| 3Y | +148.0% | +112.2% | +35.8% | +104.6% |
| 5Y | +161.2% | +191.2% | -30.0% | +105.3% |
| All | +161.2% | +188.8% | -27.7% | +105.3% |
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