-19.3%
TLT vs IRM
+422.6%
-441.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | -0.3% | -4.2% | +3.9% | -0.2% |
| 3M | -1.7% | -5.4% | +3.6% | -1.7% |
| 6M | -4.9% | +12.0% | -16.9% | -5.1% |
| YTD | -2.8% | +42.0% | -44.8% | -3.2% |
| 1Y | -4.2% | +29.9% | -34.1% | -4.6% |
| 3Y | -1.1% | +104.4% | -105.5% | -0.9% |
| 5Y | -33.7% | +191.0% | -224.7% | -32.3% |
| All | -19.3% | +422.6% | -441.9% | -13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling