+131.2%
TLT vs IRM
+2,582.2%
-2,451.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.3% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | -0.6% | -8.1% | +7.5% | -1.0% |
| 3M | -2.7% | -9.7% | +6.9% | -3.2% |
| 6M | -5.6% | +10.0% | -15.6% | -5.0% |
| YTD | -2.8% | +43.0% | -45.8% | -0.7% |
| 1Y | -1.4% | +32.7% | -34.1% | +0.3% |
| 3Y | -1.6% | +102.7% | -104.3% | +3.5% |
| 5Y | -33.8% | +187.6% | -221.4% | -28.1% |
| 10Y | -21.1% | +420.1% | -441.3% | -7.5% |
| All | +131.2% | +2,582.2% | -2,451.0% | +235.5% |
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 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