-44.9%
S vs IRM
+220.7%
-265.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.4% | -5.1% | +6.4% | +4.4% |
| 30D | -10.8% | -3.3% | -7.6% | -9.0% |
| 3M | +5.4% | -8.2% | +13.6% | +10.3% |
| 6M | +41.2% | -12.8% | +54.0% | +50.6% |
| YTD | +56.2% | +36.6% | +19.6% | +25.9% |
| 1Y | +36.3% | +11.9% | +24.4% | +23.6% |
| 3Y | +49.4% | +105.1% | -55.7% | -18.2% |
| 5Y | -66.9% | +182.4% | -249.3% | -86.1% |
| All | -44.9% | +220.7% | -265.6% | -76.2% |
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