+2,171.4%
TECK vs IRM
+2,510.0%
-338.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.5% |
| 7D | -0.3% | -0.5% | +0.1% | -0.1% |
| 30D | +4.6% | -8.1% | +12.7% | +9.3% |
| 3M | +2.8% | -9.7% | +12.5% | +8.4% |
| 6M | +24.9% | +10.0% | +14.9% | +17.6% |
| YTD | +44.7% | +43.0% | +1.7% | +16.3% |
| 1Y | +112.0% | +32.7% | +79.3% | +76.3% |
| 3Y | +67.6% | +102.7% | -35.1% | +5.2% |
| 5Y | +200.3% | +187.6% | +12.8% | +48.3% |
| 10Y | +358.2% | +420.1% | -61.9% | +43.9% |
| All | +2,171.4% | +2,510.0% | -338.6% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling