+213.5%
TER vs IRM
+31.5%
+182.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.8% |
| 7D | +11.0% | +1.6% | +9.3% | +9.4% |
| 30D | -1.9% | -4.2% | +2.3% | +2.2% |
| 3M | -0.7% | -5.4% | +4.7% | +4.5% |
| 6M | +36.4% | +12.0% | +24.3% | +31.5% |
| YTD | +92.4% | +42.0% | +50.4% | +65.2% |
| 1Y | +213.5% | +29.9% | +183.7% | +166.2% |
| All | +213.5% | +31.5% | +182.0% | +166.2% |
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