-53.4%
TE vs IRM
+398.8%
-452.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -6.1% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | -16.3% | -7.8% | -8.5% | -14.1% |
| 3M | -40.8% | -7.9% | -32.9% | -39.1% |
| 6M | -42.6% | +6.3% | -48.9% | -43.0% |
| YTD | -31.4% | +38.2% | -69.6% | -36.5% |
| 1Y | +144.9% | +19.8% | +125.1% | +135.7% |
| 3Y | -26.0% | +98.8% | -124.8% | -41.8% |
| 5Y | -48.5% | +191.8% | -240.2% | -62.4% |
| All | -53.4% | +398.8% | -452.2% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling