+134.6%
TECK vs IRM
+187.5%
-52.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -0.4% | +6.8% | -7.2% | -3.5% |
| 30D | -7.1% | +2.6% | -9.7% | -8.2% |
| 3M | -5.5% | -9.5% | +4.0% | -1.2% |
| 6M | -9.7% | -8.5% | -1.2% | -6.2% |
| YTD | +26.3% | +40.3% | -14.0% | +7.1% |
| 1Y | +44.4% | +28.7% | +15.7% | +27.3% |
| 3Y | +70.1% | +111.8% | -41.8% | +11.6% |
| All | +134.6% | +187.5% | -52.9% | +36.7% |
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