+103.0%
PSX vs IRM
+29.2%
+73.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.7% |
| 7D | +1.8% | +3.0% | -1.2% | +1.7% |
| 30D | +21.6% | -5.2% | +26.9% | +21.9% |
| 3M | +46.5% | -8.0% | +54.5% | +47.0% |
| 6M | +62.0% | +9.2% | +52.8% | +60.6% |
| YTD | +106.3% | +41.0% | +65.3% | +97.9% |
| 1Y | +103.0% | +23.3% | +79.7% | +97.8% |
| All | +103.0% | +29.2% | +73.8% | +97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling