+54.6%
TER vs IRM
+168.2%
-113.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +1.9% |
| 7D | -20.5% | -8.6% | -11.9% | -15.1% |
| 30D | -47.0% | -8.0% | -39.0% | -43.6% |
| 3M | -43.3% | -12.0% | -31.3% | -37.7% |
| 6M | -42.9% | -18.2% | -24.7% | -34.0% |
| YTD | +12.9% | +31.4% | -18.5% | -0.2% |
| 1Y | +18.2% | +9.2% | +9.0% | +15.5% |
| 3Y | +151.8% | +94.6% | +57.2% | +62.6% |
| All | +54.6% | +168.2% | -113.6% | -21.8% |
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