-53.8%
TEAM vs IRM
+192.5%
-246.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.6% |
| 7D | -5.7% | +1.6% | -7.3% | -6.5% |
| 30D | +18.3% | -4.2% | +22.5% | +20.6% |
| 3M | +80.2% | -5.4% | +85.6% | +83.1% |
| 6M | +111.0% | +12.0% | +99.0% | +91.2% |
| YTD | +8.8% | +42.0% | -33.2% | -17.3% |
| 1Y | +2.2% | +29.9% | -27.7% | -18.6% |
| 3Y | -14.6% | +104.4% | -119.0% | -57.9% |
| 5Y | -53.8% | +191.0% | -244.8% | -83.2% |
| All | -53.8% | +192.5% | -246.3% | -83.2% |
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