+131.3%
TLT vs IRM
+2,363.9%
-2,232.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.1% | -8.6% | +8.7% | -0.3% |
| 30D | +6.2% | -8.0% | +14.2% | +5.8% |
| 3M | +0.1% | -12.0% | +12.0% | -0.5% |
| 6M | -3.0% | -18.2% | +15.2% | -3.8% |
| YTD | -2.7% | +31.4% | -34.1% | -1.0% |
| 1Y | -4.8% | +9.2% | -14.0% | -4.1% |
| 3Y | +6.9% | +94.6% | -87.7% | +12.4% |
| 5Y | -34.5% | +170.2% | -204.6% | -28.9% |
| 10Y | -17.3% | +464.3% | -481.6% | -1.8% |
| All | +131.3% | +2,363.9% | -2,232.6% | +234.4% |
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