+65.2%
PR vs IRM
+456.9%
-391.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.6% |
| 7D | -16.4% | -8.6% | -7.8% | -13.7% |
| 30D | -1.9% | -8.0% | +6.1% | +0.9% |
| 3M | +8.0% | -12.0% | +19.9% | +12.5% |
| 6M | +4.1% | -18.2% | +22.3% | +11.0% |
| YTD | +58.7% | +31.4% | +27.3% | +37.4% |
| 1Y | +75.8% | +9.2% | +66.7% | +64.0% |
| 3Y | +73.2% | +94.6% | -21.4% | +21.1% |
| 5Y | +230.1% | +170.2% | +60.0% | +100.0% |
| All | +65.2% | +456.9% | -391.7% | -7.8% |
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