+105.9%
T vs IRM
+101.3%
+4.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.6% | -2.1% |
| 7D | -1.3% | -0.5% | -0.8% | -1.2% |
| 30D | +11.4% | -8.1% | +19.4% | +12.0% |
| 3M | +14.3% | -9.7% | +24.0% | +15.1% |
| 6M | -9.3% | +10.0% | -19.3% | -9.9% |
| YTD | +7.1% | +43.0% | -35.9% | +4.3% |
| 1Y | -9.1% | +32.7% | -41.8% | -11.2% |
| All | +105.9% | +101.3% | +4.6% | +77.2% |
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