-22.7%
U vs IRM
+411.6%
-434.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +6.0% | +5.7% |
| 7D | +2.6% | +6.8% | -4.2% | -1.3% |
| 30D | +27.6% | +2.6% | +25.0% | +23.5% |
| 3M | +15.3% | -9.5% | +24.8% | +20.1% |
| 6M | +96.4% | -8.5% | +104.9% | +101.2% |
| YTD | +19.6% | +40.3% | -20.7% | -9.9% |
| 1Y | +42.1% | +28.7% | +13.4% | +13.3% |
| 3Y | +87.5% | +111.8% | -24.3% | -1.6% |
| 5Y | -73.1% | +189.1% | -262.2% | -87.9% |
| All | -22.7% | +411.6% | -434.3% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling