-70.0%
U vs IRM
+174.2%
-244.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +4.9% |
| 7D | +36.6% | -8.6% | +45.2% | +42.8% |
| 30D | +13.3% | -8.0% | +21.3% | +17.9% |
| 3M | +26.2% | -12.0% | +38.2% | +34.7% |
| 6M | +88.7% | -18.2% | +106.9% | +110.2% |
| YTD | +16.6% | +31.4% | -14.8% | -14.4% |
| 1Y | +29.0% | +9.2% | +19.8% | +10.5% |
| 3Y | +99.5% | +94.6% | +4.9% | -15.5% |
| All | -70.0% | +174.2% | -244.2% | -90.9% |
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