+345.4%
TECK vs IRM
+430.1%
-84.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.0% | -4.3% | -5.4% |
| 7D | -4.2% | -1.8% | -2.4% | -3.4% |
| 30D | -0.4% | -7.8% | +7.4% | +3.1% |
| 3M | +10.1% | -7.9% | +18.0% | +13.8% |
| 6M | +26.0% | +6.3% | +19.7% | +22.1% |
| YTD | +38.0% | +38.2% | -0.1% | +18.2% |
| 1Y | +63.8% | +19.8% | +44.0% | +48.4% |
| 3Y | +68.5% | +98.8% | -30.2% | +18.0% |
| 5Y | +179.2% | +191.8% | -12.6% | +61.4% |
| All | +345.4% | +430.1% | -84.7% | +79.8% |
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