-80.5%
TE vs IRM
+406.5%
-487.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -19.1% | +6.8% | -25.9% | -21.0% |
| 30D | -34.1% | +2.6% | -36.7% | -34.3% |
| 3M | -60.1% | -9.5% | -50.7% | -58.5% |
| 6M | -66.0% | -8.5% | -57.5% | -64.5% |
| YTD | -71.4% | +40.3% | -111.7% | -73.4% |
| 1Y | -45.3% | +28.7% | -74.0% | -48.0% |
| 3Y | +9.1% | +111.8% | -102.7% | -15.2% |
| 5Y | -82.6% | +189.1% | -271.7% | -87.2% |
| All | -80.5% | +406.5% | -487.0% | -85.5% |
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