+84.5%
PR vs IRM
+520.0%
-435.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +6.0% | +6.8% | -0.8% | +3.3% |
| 30D | -4.2% | +2.6% | -6.8% | -5.4% |
| 3M | +10.0% | -9.5% | +19.4% | +13.4% |
| 6M | +15.6% | -8.5% | +24.1% | +17.9% |
| YTD | +68.2% | +40.3% | +27.9% | +42.0% |
| 1Y | +79.2% | +28.7% | +50.5% | +56.4% |
| 3Y | +94.9% | +111.8% | -16.9% | +31.6% |
| 5Y | +272.8% | +189.1% | +83.7% | +119.9% |
| All | +84.5% | +520.0% | -435.5% | +6.2% |
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