+32.4%
TPR vs IRM
+12.7%
+19.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +6.4% | -5.3% | +11.7% | +7.0% |
| 30D | +13.8% | -2.3% | +16.1% | +13.5% |
| 3M | -16.6% | -7.4% | -9.2% | -16.1% |
| 6M | +0.7% | -12.2% | +12.9% | +2.8% |
| YTD | +5.3% | +38.6% | -33.3% | -5.7% |
| 1Y | +32.4% | +14.9% | +17.5% | +26.9% |
| All | +32.4% | +12.7% | +19.6% | +26.9% |
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