+148.6%
TE vs IRM
+34.4%
+114.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.3% |
| 7D | -4.0% | -0.5% | -3.5% | -3.6% |
| 30D | -15.9% | -8.1% | -7.8% | -11.4% |
| 3M | -60.5% | -9.7% | -50.9% | -57.9% |
| 6M | -35.2% | +10.0% | -45.2% | -34.7% |
| YTD | -31.1% | +43.0% | -74.1% | -40.2% |
| 1Y | +148.6% | +32.7% | +116.0% | +194.9% |
| All | +148.6% | +34.4% | +114.2% | +194.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling