+246.4%
PR vs IRM
+181.9%
+64.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -9.5% | -5.1% | -4.4% | -7.8% |
| 30D | -5.7% | -3.3% | -2.4% | -4.8% |
| 3M | +3.0% | -8.2% | +11.1% | +5.7% |
| 6M | +11.8% | -12.8% | +24.6% | +16.5% |
| YTD | +58.5% | +36.6% | +21.9% | +31.6% |
| 1Y | +69.9% | +11.9% | +58.0% | +55.2% |
| 3Y | +84.9% | +105.1% | -20.2% | +9.2% |
| 5Y | +246.4% | +182.4% | +64.1% | +58.8% |
| All | +246.4% | +181.9% | +64.6% | +58.8% |
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 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