+24.5%
Q vs IRM
+11.1%
+13.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | +1.2% | +6.8% | -5.6% | -3.2% |
| 30D | -2.7% | +2.6% | -5.3% | -4.2% |
| 3M | -16.9% | -9.5% | -7.5% | -11.5% |
| 6M | -26.9% | -8.5% | -18.4% | -22.5% |
| YTD | +45.2% | +40.3% | +4.9% | +14.7% |
| 1Y | +38.1% | +28.7% | +9.5% | +15.0% |
| All | +24.5% | +11.1% | +13.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling