+22,131.9%
TSLA vs IRM
+1,294.5%
+20,837.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.6% | -6.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.7% |
| 30D | +10.1% | -8.1% | +18.2% | +13.6% |
| 3M | -15.4% | -9.7% | -5.7% | -12.2% |
| 6M | -12.8% | +10.0% | -22.8% | -16.8% |
| YTD | -21.3% | +43.0% | -64.3% | -32.9% |
| 1Y | +4.6% | +32.7% | -28.1% | -8.7% |
| 3Y | +44.5% | +102.7% | -58.2% | +4.2% |
| 5Y | +44.8% | +187.6% | -142.8% | -9.5% |
| 10Y | +2,585.4% | +420.1% | +2,165.3% | +1,198.3% |
| All | +22,131.9% | +1,294.5% | +20,837.4% | +7,382.5% |
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