+2,650.1%
TSLA vs IRM
+430.1%
+2,220.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.2% |
| 7D | -3.4% | -1.8% | -1.6% | -2.7% |
| 30D | +9.2% | -7.8% | +17.0% | +13.0% |
| 3M | -4.7% | -7.9% | +3.1% | -1.7% |
| 6M | -8.9% | +6.3% | -15.3% | -12.5% |
| YTD | -19.2% | +38.2% | -57.3% | -31.5% |
| 1Y | +4.5% | +19.8% | -15.3% | -6.1% |
| 3Y | +46.3% | +98.8% | -52.5% | +0.4% |
| 5Y | +48.1% | +191.8% | -143.6% | -15.2% |
| All | +2,650.1% | +430.1% | +2,220.0% | +1,067.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling