+363.8%
PSX vs IRM
+192.5%
+171.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.7% |
| 7D | +2.8% | +1.6% | +1.2% | +2.4% |
| 30D | +27.8% | -4.2% | +31.9% | +28.9% |
| 3M | +42.0% | -5.4% | +47.4% | +43.3% |
| 6M | +58.1% | +12.0% | +46.1% | +51.8% |
| YTD | +105.0% | +42.0% | +63.0% | +83.4% |
| 1Y | +104.9% | +29.9% | +75.0% | +86.9% |
| 3Y | +134.1% | +104.4% | +29.7% | +82.3% |
| 5Y | +363.8% | +191.0% | +172.8% | +250.5% |
| All | +363.8% | +192.5% | +171.3% | +250.5% |
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