+46.4%
RF vs IRM
+188.8%
-142.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | +0.4% | +8.6% | -8.3% | -2.2% |
| 30D | +5.6% | 0.0% | +5.6% | +5.2% |
| 3M | -8.9% | -7.1% | -1.7% | -7.2% |
| 6M | +7.1% | -7.9% | +15.0% | +9.0% |
| YTD | +8.3% | +41.3% | -33.0% | -5.6% |
| 1Y | +16.8% | +20.7% | -3.9% | +7.5% |
| 3Y | +115.0% | +112.2% | +2.9% | +47.4% |
| 5Y | +46.4% | +191.2% | -144.8% | -14.5% |
| All | +46.4% | +188.8% | -142.4% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling