+213.6%
RF vs IRM
+520.0%
-306.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +2.0% | +1.5% |
| 7D | +1.9% | +6.8% | -4.8% | -0.7% |
| 30D | +7.3% | +2.6% | +4.7% | +5.8% |
| 3M | -7.9% | -9.5% | +1.5% | -4.8% |
| 6M | +10.5% | -8.5% | +19.0% | +13.2% |
| YTD | +9.6% | +40.3% | -30.6% | -7.6% |
| 1Y | +20.3% | +28.7% | -8.4% | +5.1% |
| 3Y | +119.5% | +111.8% | +7.7% | +44.0% |
| 5Y | +48.2% | +189.1% | -140.9% | -18.6% |
| All | +213.6% | +520.0% | -306.4% | +25.6% |
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