-68.9%
S vs IRM
+168.2%
-237.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.1% |
| 7D | -13.4% | -8.6% | -4.8% | -8.9% |
| 30D | -14.0% | -8.0% | -6.0% | -9.8% |
| 3M | +4.9% | -12.0% | +16.8% | +12.5% |
| 6M | +42.0% | -18.2% | +60.2% | +57.1% |
| YTD | +45.1% | +31.4% | +13.8% | +17.9% |
| 1Y | +33.1% | +9.2% | +23.9% | +21.3% |
| 3Y | +40.6% | +94.6% | -53.9% | -25.3% |
| All | -68.9% | +168.2% | -237.0% | -88.8% |
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