-3.7%
TLT vs IRM
+30.1%
-33.8%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | -0.3% | -4.2% | +3.9% | -0.1% |
| 3M | -1.7% | -5.4% | +3.6% | -1.5% |
| 6M | -4.9% | +12.0% | -16.9% | -5.9% |
| YTD | -2.8% | +42.0% | -44.8% | -5.0% |
| All | -3.7% | +30.1% | -33.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling