+1,112.1%
PSX vs IRM
+957.7%
+154.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | +26.6% | -8.1% | +34.7% | +29.9% |
| 3M | +39.3% | -9.7% | +48.9% | +43.2% |
| 6M | +56.8% | +10.0% | +46.8% | +49.8% |
| YTD | +101.8% | +43.0% | +58.8% | +75.0% |
| 1Y | +99.6% | +32.7% | +66.9% | +76.5% |
| 3Y | +140.3% | +102.7% | +37.6% | +77.3% |
| 5Y | +339.3% | +187.6% | +151.8% | +177.2% |
| 10Y | +369.9% | +420.1% | -50.3% | +126.0% |
| All | +1,112.1% | +957.7% | +154.4% | +356.3% |
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