-12.3%
TLT vs IRM
+481.3%
-493.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.3% | -5.1% | +4.8% | -0.2% |
| 30D | +3.7% | -3.3% | +7.0% | +3.7% |
| 3M | -0.7% | -8.2% | +7.5% | -0.6% |
| 6M | -4.2% | -12.8% | +8.6% | -4.1% |
| YTD | -4.0% | +36.6% | -40.6% | -4.2% |
| 1Y | -5.8% | +11.9% | -17.7% | -6.0% |
| 3Y | +4.1% | +105.1% | -101.0% | +4.9% |
| 5Y | -34.8% | +182.4% | -217.2% | -32.9% |
| 10Y | -12.3% | +505.1% | -517.5% | -7.5% |
| All | -12.3% | +481.3% | -493.7% | -7.5% |
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