+72.5%
TECK vs IRM
+102.2%
-29.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | +4.9% | +3.0% | +1.9% | +3.5% |
| 30D | +5.2% | -5.2% | +10.4% | +7.4% |
| 3M | +13.8% | -8.0% | +21.8% | +17.5% |
| 6M | +38.5% | +9.2% | +29.3% | +32.9% |
| YTD | +47.3% | +41.0% | +6.3% | +26.0% |
| 1Y | +81.0% | +23.3% | +57.7% | +62.7% |
| All | +72.5% | +102.2% | -29.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling