-54.3%
S vs IRM
+233.5%
-287.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -5.8% | +1.6% | -7.4% | -6.6% |
| 30D | -9.2% | -4.2% | -5.0% | -7.1% |
| 3M | +23.4% | -5.4% | +28.7% | +26.2% |
| 6M | +36.9% | +12.0% | +24.9% | +25.8% |
| YTD | +29.5% | +42.0% | -12.5% | +2.3% |
| 1Y | +5.4% | +29.9% | -24.4% | -12.9% |
| 3Y | +14.7% | +104.4% | -89.7% | -36.5% |
| 5Y | -71.5% | +191.0% | -262.5% | -88.7% |
| All | -54.3% | +233.5% | -287.7% | -80.6% |
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 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