+65.5%
T vs IRM
+113.6%
-48.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.4% |
| 7D | +1.6% | +8.6% | -7.0% | +1.3% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | -7.5% | -7.1% | -0.4% | -7.2% |
| 6M | -9.9% | -7.9% | -2.0% | -9.6% |
| YTD | -6.4% | +41.3% | -47.7% | -8.4% |
| 1Y | -9.4% | +20.7% | -30.1% | -10.4% |
| All | +65.5% | +113.6% | -48.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling