+199.8%
TER vs IRM
+34.4%
+165.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +4.1% |
| 7D | +0.6% | -0.5% | +1.0% | +0.9% |
| 30D | -8.3% | -8.1% | -0.2% | -1.4% |
| 3M | -12.2% | -9.7% | -2.6% | -4.4% |
| 6M | +17.0% | +10.0% | +7.0% | +13.7% |
| YTD | +84.6% | +43.0% | +41.6% | +57.7% |
| 1Y | +199.8% | +32.7% | +167.1% | +149.9% |
| All | +199.8% | +34.4% | +165.4% | +149.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling