+386.6%
PSX vs IRM
+418.7%
-32.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +1.8% | +3.0% | -1.2% | +0.7% |
| 30D | +21.6% | -5.2% | +26.9% | +23.7% |
| 3M | +46.5% | -8.0% | +54.5% | +49.9% |
| 6M | +62.0% | +9.2% | +52.8% | +54.6% |
| YTD | +106.3% | +41.0% | +65.3% | +77.6% |
| 1Y | +103.0% | +23.3% | +79.7% | +82.7% |
| 3Y | +135.5% | +102.8% | +32.7% | +67.7% |
| 5Y | +368.5% | +192.8% | +175.7% | +175.7% |
| 10Y | +386.6% | +439.6% | -53.1% | +108.2% |
| All | +386.6% | +418.7% | -32.1% | +108.2% |
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