-68.0%
U vs IRM
+192.5%
-260.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.1% |
| 7D | +4.5% | +1.6% | +2.8% | +3.2% |
| 30D | -0.6% | -4.2% | +3.6% | +2.1% |
| 3M | +48.4% | -5.4% | +53.8% | +52.2% |
| 6M | +115.4% | +12.0% | +103.3% | +91.2% |
| YTD | -3.2% | +42.0% | -45.3% | -30.6% |
| 1Y | -6.0% | +29.9% | -35.9% | -28.7% |
| 3Y | +13.5% | +104.4% | -90.9% | -50.0% |
| 5Y | -68.0% | +191.0% | -259.0% | -89.9% |
| All | -68.0% | +192.5% | -260.5% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling