+1,986.6%
TER vs IRM
+9,145.3%
-7,158.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | -20.5% | -8.6% | -11.9% | -17.0% |
| 30D | -47.0% | -8.0% | -39.0% | -44.8% |
| 3M | -43.3% | -12.0% | -31.3% | -39.6% |
| 6M | -42.9% | -18.2% | -24.7% | -37.0% |
| YTD | +12.9% | +31.4% | -18.5% | +2.8% |
| 1Y | +18.2% | +9.2% | +9.0% | +15.9% |
| 3Y | +151.8% | +94.6% | +57.2% | +92.9% |
| 5Y | +54.2% | +170.2% | -115.9% | +3.3% |
| 10Y | +908.2% | +464.3% | +443.9% | +381.7% |
| All | +1,986.6% | +9,145.3% | -7,158.8% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling