+57.8%
T vs IRM
+187.5%
-129.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +2.5% | +6.8% | -4.2% | +1.7% |
| 30D | -3.8% | +2.6% | -6.4% | -4.2% |
| 3M | -8.7% | -9.5% | +0.7% | -7.8% |
| 6M | -8.1% | -8.5% | +0.4% | -7.4% |
| YTD | -6.4% | +40.3% | -46.7% | -11.7% |
| 1Y | -9.8% | +28.7% | -38.4% | -13.7% |
| 3Y | +65.5% | +111.8% | -46.3% | +36.3% |
| All | +57.8% | +187.5% | -129.6% | +18.6% |
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