+2,675.0%
TRV vs IRM
+9,964.6%
-7,289.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -3.0% | -1.7% |
| 7D | -0.1% | -0.5% | +0.3% | 0.0% |
| 30D | -3.4% | -8.1% | +4.7% | -1.5% |
| 3M | +26.4% | -9.7% | +36.1% | +29.2% |
| 6M | +19.3% | +10.0% | +9.3% | +15.4% |
| YTD | +28.3% | +43.0% | -14.7% | +15.6% |
| 1Y | +34.3% | +32.7% | +1.6% | +22.6% |
| 3Y | +140.1% | +102.7% | +37.4% | +91.9% |
| 5Y | +155.7% | +187.6% | -31.8% | +82.9% |
| 10Y | +285.5% | +420.1% | -134.6% | +128.6% |
| All | +2,675.0% | +9,964.6% | -7,289.6% | +936.5% |
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