+107.3%
PR vs IRM
+418.8%
-311.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.2% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +18.0% | -8.1% | +26.1% | +21.5% |
| 3M | +16.9% | -9.7% | +26.5% | +20.6% |
| 6M | +28.2% | +10.0% | +18.2% | +21.5% |
| YTD | +69.3% | +43.0% | +26.3% | +43.4% |
| 1Y | +69.5% | +32.7% | +36.8% | +46.7% |
| 3Y | +81.7% | +102.7% | -21.0% | +27.3% |
| 5Y | +422.2% | +187.6% | +234.7% | +215.9% |
| All | +107.3% | +418.8% | -311.5% | +8.2% |
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