-7.0%
TLT vs IRM
+20.8%
-27.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -3.1% | +6.8% | -9.9% | -3.5% |
| 30D | +1.0% | +2.6% | -1.6% | +0.7% |
| 3M | -2.7% | -9.5% | +6.7% | -2.1% |
| 6M | -4.1% | -8.5% | +4.3% | -3.8% |
| YTD | -5.4% | +40.3% | -45.6% | -8.3% |
| 1Y | -7.0% | +28.7% | -35.7% | -9.2% |
| All | -7.0% | +20.8% | -27.8% | -9.2% |
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