+524.6%
TRI vs IRM
+2,302.8%
-1,778.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.3% |
| 7D | -7.1% | +1.6% | -8.7% | -7.5% |
| 30D | -2.3% | -4.2% | +1.9% | -1.4% |
| 3M | +19.6% | -5.4% | +24.9% | +20.6% |
| 6M | -8.7% | +12.0% | -20.7% | -12.8% |
| YTD | -22.3% | +42.0% | -64.3% | -31.0% |
| 1Y | -40.7% | +29.9% | -70.5% | -46.2% |
| 3Y | -17.8% | +104.4% | -122.1% | -36.1% |
| 5Y | -8.5% | +191.0% | -199.5% | -37.3% |
| 10Y | +192.6% | +417.1% | -224.5% | +59.0% |
| All | +524.6% | +2,302.8% | -1,778.2% | +77.0% |
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