+351.8%
RF vs IRM
+9,145.3%
-8,793.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -0.9% | -8.6% | +7.7% | +2.2% |
| 30D | +6.0% | -8.0% | +14.0% | +8.9% |
| 3M | -8.9% | -12.0% | +3.1% | -5.1% |
| 6M | +2.3% | -18.2% | +20.5% | +9.0% |
| YTD | +7.6% | +31.4% | -23.8% | -5.0% |
| 1Y | +21.2% | +9.2% | +12.0% | +14.4% |
| 3Y | +108.5% | +94.6% | +14.0% | +53.7% |
| 5Y | +43.2% | +170.2% | -126.9% | -8.5% |
| 10Y | +288.1% | +464.3% | -176.2% | +82.3% |
| All | +351.8% | +9,145.3% | -8,793.6% | +32.4% |
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