+385.5%
RF vs IRM
+9,964.6%
-9,579.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | +1.3% | -0.5% | +1.8% | +1.5% |
| 30D | -3.6% | -8.1% | +4.5% | -0.7% |
| 3M | +8.1% | -9.7% | +17.8% | +11.7% |
| 6M | +11.5% | +10.0% | +1.5% | +6.5% |
| YTD | +15.6% | +43.0% | -27.4% | -0.6% |
| 1Y | +15.7% | +32.7% | -17.0% | +1.7% |
| 3Y | +86.9% | +102.7% | -15.8% | +36.4% |
| 5Y | +89.8% | +187.6% | -97.8% | +19.0% |
| 10Y | +344.7% | +420.1% | -75.4% | +115.3% |
| All | +385.5% | +9,964.6% | -9,579.1% | +38.6% |
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 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