+353.4%
RF vs IRM
+9,056.8%
-8,703.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | +1.9% |
| 7D | -1.6% | -10.9% | +9.3% | +2.4% |
| 30D | +5.0% | -9.4% | +14.5% | +8.5% |
| 3M | -10.0% | -16.4% | +6.4% | -4.5% |
| 6M | +3.3% | -18.7% | +22.0% | +10.3% |
| YTD | +7.9% | +30.1% | -22.2% | -4.3% |
| 1Y | +21.2% | +8.5% | +12.7% | +14.7% |
| 3Y | +105.8% | +88.0% | +17.8% | +53.6% |
| 5Y | +43.7% | +167.6% | -123.8% | -7.9% |
| 10Y | +289.4% | +458.9% | -169.5% | +83.6% |
| All | +353.4% | +9,056.8% | -8,703.4% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling