+267.7%
PR vs IRM
+187.5%
+80.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +6.0% | +6.8% | -0.8% | +3.2% |
| 30D | -4.2% | +2.6% | -6.8% | -5.5% |
| 3M | +10.0% | -9.5% | +19.4% | +13.6% |
| 6M | +15.6% | -8.5% | +24.1% | +18.1% |
| YTD | +68.2% | +40.3% | +27.9% | +38.2% |
| 1Y | +79.2% | +28.7% | +50.5% | +53.2% |
| 3Y | +94.9% | +111.8% | -16.9% | +13.5% |
| All | +267.7% | +187.5% | +80.2% | +73.5% |
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