-72.0%
S vs IRM
+189.3%
-261.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | -7.7% | -0.5% | -7.2% | -7.5% |
| 30D | -5.3% | -8.1% | +2.7% | -0.9% |
| 3M | +20.3% | -9.7% | +29.9% | +26.3% |
| 6M | +47.4% | +10.0% | +37.4% | +36.5% |
| YTD | +32.5% | +43.0% | -10.5% | +3.5% |
| 1Y | +9.5% | +32.7% | -23.1% | -11.2% |
| 3Y | +15.5% | +102.7% | -87.2% | -37.3% |
| All | -72.0% | +189.3% | -261.3% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling