+559.3%
ROKU vs IRM
+384.1%
+175.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.4% |
| 7D | -0.4% | -1.4% | +1.0% | +0.2% |
| 30D | +2.1% | -7.4% | +9.5% | +5.3% |
| 3M | +29.5% | -7.4% | +36.8% | +32.9% |
| 6M | +53.8% | +8.7% | +45.1% | +46.7% |
| YTD | +42.8% | +40.9% | +1.9% | +20.3% |
| 1Y | +60.7% | +20.5% | +40.2% | +44.6% |
| 3Y | +83.9% | +101.7% | -17.8% | +28.5% |
| 5Y | -52.8% | +197.7% | -250.5% | -71.2% |
| All | +559.3% | +384.1% | +175.1% | +215.0% |
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