+261.5%
RF vs IRM
+480.4%
-218.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.6% |
| 7D | -0.1% | -3.8% | +3.6% | +1.1% |
| 30D | +7.0% | -3.2% | +10.2% | +8.0% |
| 3M | -7.0% | -7.8% | +0.8% | -4.6% |
| 6M | +6.8% | -12.7% | +19.5% | +11.5% |
| YTD | +9.9% | +36.7% | -26.8% | -6.2% |
| 1Y | +21.1% | +10.0% | +11.1% | +13.1% |
| 3Y | +119.6% | +107.2% | +12.4% | +45.9% |
| 5Y | +46.2% | +181.6% | -135.4% | -18.4% |
| 10Y | +261.5% | +481.1% | -219.6% | +52.1% |
| All | +261.5% | +480.4% | -218.9% | +52.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling