+5.4%
S vs IRM
+31.5%
-26.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -5.8% | +1.6% | -7.4% | -6.1% |
| 30D | -9.2% | -4.2% | -5.0% | -8.3% |
| 3M | +23.4% | -5.4% | +28.7% | +24.4% |
| 6M | +36.9% | +12.0% | +24.9% | +31.1% |
| YTD | +29.5% | +42.0% | -12.5% | +13.4% |
| 1Y | +5.4% | +29.9% | -24.4% | -1.9% |
| All | +5.4% | +31.5% | -26.1% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling