-45.3%
TE vs IRM
+20.8%
-66.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.4% |
| 7D | -19.1% | +6.8% | -25.9% | -23.6% |
| 30D | -34.1% | +2.6% | -36.7% | -34.7% |
| 3M | -60.1% | -9.5% | -50.7% | -56.7% |
| 6M | -66.0% | -8.5% | -57.5% | -63.0% |
| YTD | -71.4% | +40.3% | -111.7% | -72.6% |
| 1Y | -45.3% | +28.7% | -74.0% | -44.0% |
| All | -45.3% | +20.8% | -66.1% | -44.0% |
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