+577.7%
T vs IRM
+9,515.1%
-8,937.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +2.6% | -5.1% | +7.6% | +3.5% |
| 30D | -1.1% | -3.3% | +2.2% | -0.7% |
| 3M | -7.7% | -8.2% | +0.4% | -6.6% |
| 6M | -10.6% | -12.8% | +2.1% | -8.8% |
| YTD | -7.5% | +36.6% | -44.1% | -14.4% |
| 1Y | -7.4% | +11.9% | -19.3% | -10.9% |
| 3Y | +63.1% | +105.1% | -42.0% | +34.9% |
| 5Y | +55.2% | +182.4% | -127.2% | +18.1% |
| 10Y | +58.8% | +505.1% | -446.3% | +0.5% |
| All | +577.7% | +9,515.1% | -8,937.4% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling