-6.5%
U vs IRM
+29.2%
-35.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.4% | +3.0% | +1.3% | +3.6% |
| 30D | -1.3% | -5.2% | +3.9% | -0.3% |
| 3M | +49.6% | -8.0% | +57.6% | +51.4% |
| 6M | +100.2% | +9.2% | +91.0% | +91.8% |
| YTD | -3.7% | +41.0% | -44.7% | -16.9% |
| 1Y | -6.5% | +23.3% | -29.8% | -17.7% |
| All | -6.5% | +29.2% | -35.7% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling