+144.9%
TE vs IRM
+20.9%
+124.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.7% | -5.4% |
| 7D | +0.9% | -1.8% | +2.7% | +2.2% |
| 30D | -16.3% | -7.8% | -8.5% | -11.6% |
| 3M | -40.8% | -7.9% | -32.9% | -37.3% |
| 6M | -42.6% | +6.3% | -48.9% | -40.9% |
| YTD | -31.4% | +38.2% | -69.6% | -40.3% |
| 1Y | +144.9% | +19.8% | +125.1% | +176.4% |
| All | +144.9% | +20.9% | +124.0% | +176.4% |
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