+66.1%
T vs IRM
+192.5%
-126.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -1.5% | +1.6% | -3.2% | -1.8% |
| 30D | +7.6% | -4.2% | +11.8% | +8.1% |
| 3M | +15.3% | -5.4% | +20.7% | +16.0% |
| 6M | -8.5% | +12.0% | -20.5% | -10.3% |
| YTD | +6.8% | +42.0% | -35.3% | +0.8% |
| 1Y | -7.2% | +29.9% | -37.1% | -11.5% |
| 3Y | +108.2% | +104.4% | +3.9% | +73.4% |
| 5Y | +66.1% | +191.0% | -125.0% | +26.4% |
| All | +66.1% | +192.5% | -126.5% | +26.4% |
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