+383.3%
TPR vs IRM
+481.3%
-98.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +12.1% | -5.1% | +17.1% | +14.1% |
| 30D | +16.7% | -3.3% | +19.9% | +17.5% |
| 3M | -17.4% | -8.2% | -9.2% | -15.2% |
| 6M | +2.3% | -12.8% | +15.0% | +7.3% |
| YTD | +7.1% | +36.6% | -29.5% | -13.6% |
| 1Y | +29.5% | +11.9% | +17.6% | +16.5% |
| 3Y | +415.0% | +105.1% | +309.9% | +208.1% |
| 5Y | +261.5% | +182.4% | +79.1% | +71.6% |
| 10Y | +383.3% | +505.1% | -121.8% | +36.1% |
| All | +383.3% | +481.3% | -98.0% | +36.1% |
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