-53.2%
TE vs IRM
+416.3%
-469.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.8% |
| 7D | -4.0% | -0.5% | -3.5% | -3.8% |
| 30D | -15.9% | -8.1% | -7.8% | -13.8% |
| 3M | -60.5% | -9.7% | -50.9% | -59.2% |
| 6M | -35.2% | +10.0% | -45.2% | -36.3% |
| YTD | -31.1% | +43.0% | -74.1% | -36.9% |
| 1Y | +148.6% | +32.7% | +116.0% | +132.9% |
| 3Y | -26.4% | +102.7% | -129.1% | -42.5% |
| 5Y | -48.0% | +187.6% | -235.6% | -62.5% |
| All | -53.2% | +416.3% | -469.5% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling