+763.1%
PM vs IRM
+1,165.4%
-402.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.4% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -3.4% | -8.1% | +4.7% | -1.5% |
| 3M | +5.2% | -9.7% | +14.8% | +7.3% |
| 6M | +3.7% | +10.0% | -6.3% | +0.3% |
| YTD | +15.8% | +43.0% | -27.2% | +4.3% |
| 1Y | +17.4% | +32.7% | -15.3% | +7.2% |
| 3Y | +116.9% | +102.7% | +14.2% | +73.5% |
| 5Y | +117.3% | +187.6% | -70.2% | +55.2% |
| 10Y | +193.8% | +420.1% | -226.4% | +71.3% |
| All | +763.1% | +1,165.4% | -402.3% | +257.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling