+357.0%
TPR vs IRM
+524.5%
-167.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.5% |
| 7D | -1.1% | +8.6% | -9.8% | -5.4% |
| 30D | +15.1% | 0.0% | +15.1% | +13.9% |
| 3M | -13.4% | -7.1% | -6.3% | -11.6% |
| 6M | +1.4% | -7.9% | +9.2% | +3.3% |
| YTD | +4.8% | +41.3% | -36.5% | -17.0% |
| 1Y | +29.2% | +20.7% | +8.5% | +11.5% |
| 3Y | +403.7% | +112.2% | +291.5% | +196.0% |
| 5Y | +230.8% | +191.2% | +39.6% | +54.5% |
| All | +357.0% | +524.5% | -167.5% | +26.4% |
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 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