+219.1%
TER vs IRM
+192.5%
+26.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.6% |
| 7D | +11.0% | +1.6% | +9.3% | +9.8% |
| 30D | -1.9% | -4.2% | +2.3% | +1.1% |
| 3M | -0.7% | -5.4% | +4.7% | +3.4% |
| 6M | +36.4% | +12.0% | +24.3% | +30.0% |
| YTD | +92.4% | +42.0% | +50.4% | +60.7% |
| 1Y | +213.5% | +29.9% | +183.7% | +173.4% |
| 3Y | +277.2% | +104.4% | +172.9% | +136.7% |
| 5Y | +219.1% | +191.0% | +28.1% | +52.4% |
| All | +219.1% | +192.5% | +26.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling