+68.4%
T vs IRM
+418.7%
-350.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | -3.1% | +3.0% | -6.1% | -3.8% |
| 30D | +4.6% | -5.2% | +9.8% | +5.8% |
| 3M | +12.2% | -8.0% | +20.3% | +14.2% |
| 6M | -6.5% | +9.2% | -15.6% | -9.2% |
| YTD | +4.9% | +41.0% | -36.1% | -5.0% |
| 1Y | -10.5% | +23.3% | -33.7% | -16.5% |
| 3Y | +104.6% | +102.8% | +1.7% | +58.3% |
| 5Y | +64.2% | +192.8% | -128.6% | +9.7% |
| 10Y | +68.4% | +439.6% | -371.2% | -14.8% |
| All | +68.4% | +418.7% | -350.3% | -14.8% |
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 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