+286.0%
PSX vs IRM
+182.6%
+103.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -7.8% | -5.1% | -2.7% | -6.8% |
| 30D | -9.9% | -3.3% | -6.6% | -9.4% |
| 3M | +16.9% | -8.2% | +25.1% | +18.8% |
| 6M | +48.0% | -12.8% | +60.7% | +51.6% |
| YTD | +98.3% | +36.6% | +61.7% | +78.7% |
| 1Y | +86.2% | +11.9% | +74.3% | +77.1% |
| 3Y | +144.0% | +105.1% | +38.9% | +90.0% |
| All | +286.0% | +182.6% | +103.4% | +169.1% |
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