+147.8%
PR vs IRM
+460.5%
-312.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.1% | +6.2% | -0.8% |
| 7D | -16.5% | -10.9% | -5.7% | -13.1% |
| 30D | -4.5% | -9.4% | +4.9% | -1.3% |
| 3M | +8.5% | -16.4% | +24.9% | +15.0% |
| 6M | -3.3% | -18.7% | +15.4% | +3.0% |
| YTD | +55.7% | +30.1% | +25.6% | +36.2% |
| 1Y | +82.0% | +8.5% | +73.5% | +70.7% |
| 3Y | +62.5% | +88.0% | -25.6% | +17.4% |
| 5Y | +223.9% | +167.6% | +56.3% | +102.7% |
| 10Y | +64.2% | +458.9% | -394.7% | -5.5% |
| All | +147.8% | +460.5% | -312.7% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling