+2,246.5%
TER vs IRM
+9,515.1%
-7,268.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -8.9% | -5.1% | -3.8% | -6.4% |
| 30D | -39.1% | -3.3% | -35.8% | -37.8% |
| 3M | -32.8% | -8.2% | -24.6% | -29.6% |
| 6M | -31.7% | -12.8% | -19.0% | -26.6% |
| YTD | +26.9% | +36.6% | -9.7% | +13.9% |
| 1Y | +33.6% | +11.9% | +21.7% | +29.9% |
| 3Y | +181.5% | +105.1% | +76.4% | +111.3% |
| 5Y | +76.1% | +182.4% | -106.3% | +15.9% |
| 10Y | +1,006.2% | +505.1% | +501.1% | +414.8% |
| All | +2,246.5% | +9,515.1% | -7,268.6% | +460.0% |
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