-65.2%
TEAM vs IRM
+185.3%
-250.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.1% | -3.3% | -1.3% |
| 7D | -17.2% | -3.8% | -13.4% | -15.9% |
| 30D | -25.1% | -3.2% | -21.9% | -24.3% |
| 3M | +3.9% | -7.8% | +11.7% | +6.9% |
| 6M | +69.1% | -12.7% | +81.8% | +77.1% |
| YTD | -4.5% | +36.7% | -41.2% | -27.6% |
| 1Y | -1.9% | +10.0% | -11.9% | -13.7% |
| 3Y | -9.3% | +107.2% | -116.6% | -58.9% |
| 5Y | -65.2% | +181.6% | -246.7% | -88.1% |
| All | -65.2% | +185.3% | -250.5% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling