+502.9%
TEAM vs IRM
+418.7%
+84.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | -4.7% | +3.0% | -7.7% | -5.6% |
| 30D | +17.0% | -5.2% | +22.2% | +18.8% |
| 3M | +85.9% | -8.0% | +93.9% | +89.8% |
| 6M | +116.7% | +9.2% | +107.5% | +107.1% |
| YTD | +9.6% | +41.0% | -31.4% | -5.5% |
| 1Y | -2.5% | +23.3% | -25.8% | -12.1% |
| 3Y | -14.0% | +102.8% | -116.8% | -36.2% |
| 5Y | -53.1% | +192.8% | -245.9% | -68.2% |
| 10Y | +502.9% | +439.6% | +63.3% | +270.4% |
| All | +502.9% | +418.7% | +84.2% | +270.4% |
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 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