+231.7%
RF vs IRM
+514.0%
-282.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.8% |
| 7D | -1.3% | -5.3% | +3.9% | +0.5% |
| 30D | +4.6% | -2.3% | +7.0% | +5.2% |
| 3M | -8.4% | -7.4% | -1.0% | -6.2% |
| 6M | +8.9% | -12.2% | +21.1% | +13.4% |
| YTD | +8.8% | +38.6% | -29.8% | -7.8% |
| 1Y | +18.9% | +14.9% | +4.0% | +8.9% |
| 3Y | +116.0% | +108.2% | +7.8% | +42.7% |
| 5Y | +46.0% | +183.8% | -137.8% | -19.2% |
| 10Y | +231.7% | +512.6% | -280.9% | +33.8% |
| All | +231.7% | +514.0% | -282.2% | +33.8% |
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