-19.1%
TE vs IRM
+102.2%
-121.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.2% | -2.7% |
| 7D | +15.0% | +3.0% | +12.0% | +13.8% |
| 30D | -7.5% | -5.2% | -2.3% | -5.7% |
| 3M | -42.0% | -8.0% | -33.9% | -40.1% |
| 6M | -31.4% | +9.2% | -40.6% | -31.6% |
| YTD | -26.5% | +41.0% | -67.5% | -31.3% |
| 1Y | +153.1% | +23.3% | +129.8% | +145.5% |
| All | -19.1% | +102.2% | -121.3% | -58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling