+1,006.2%
TER vs IRM
+481.3%
+524.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.9% | -5.1% | -3.8% | -5.8% |
| 30D | -39.1% | -3.3% | -35.8% | -37.5% |
| 3M | -32.8% | -8.2% | -24.6% | -28.9% |
| 6M | -31.7% | -12.8% | -19.0% | -25.5% |
| YTD | +26.9% | +36.6% | -9.7% | +12.3% |
| 1Y | +33.6% | +11.9% | +21.7% | +29.5% |
| 3Y | +181.5% | +105.1% | +76.4% | +100.9% |
| 5Y | +76.1% | +182.4% | -106.3% | +8.6% |
| 10Y | +1,006.2% | +505.1% | +501.1% | +379.5% |
| All | +1,006.2% | +481.3% | +524.9% | +379.5% |
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