+550.6%
ROKU vs IRM
+384.3%
+166.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.2% |
| 7D | -3.0% | +3.0% | -6.1% | -4.3% |
| 30D | +0.7% | -5.2% | +5.9% | +2.9% |
| 3M | +26.5% | -8.0% | +34.5% | +30.3% |
| 6M | +52.6% | +9.2% | +43.5% | +45.3% |
| YTD | +40.9% | +41.0% | -0.1% | +18.7% |
| 1Y | +57.6% | +23.3% | +34.4% | +40.4% |
| 3Y | +83.2% | +102.8% | -19.7% | +27.8% |
| 5Y | -54.8% | +192.8% | -247.6% | -72.3% |
| All | +550.6% | +384.3% | +166.3% | +210.9% |
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