+1,057.8%
TER vs IRM
+524.5%
+533.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.8% |
| 7D | +24.0% | +8.6% | +15.4% | +18.9% |
| 30D | -30.6% | 0.0% | -30.6% | -30.1% |
| 3M | -34.5% | -7.1% | -27.3% | -31.2% |
| 6M | -26.4% | -7.9% | -18.5% | -21.8% |
| YTD | +36.4% | +41.3% | -4.9% | +18.6% |
| 1Y | +47.4% | +20.7% | +26.7% | +37.8% |
| 3Y | +202.6% | +112.2% | +90.4% | +112.1% |
| 5Y | +83.9% | +191.2% | -107.3% | +11.5% |
| All | +1,057.8% | +524.5% | +533.2% | +394.1% |
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