-39.0%
U vs IRM
+421.5%
-460.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -2.0% |
| 7D | -3.8% | -0.5% | -3.3% | -3.5% |
| 30D | +17.5% | -8.1% | +25.5% | +22.9% |
| 3M | +38.7% | -9.7% | +48.4% | +46.2% |
| 6M | +104.4% | +10.0% | +94.4% | +87.9% |
| YTD | -5.7% | +43.0% | -48.7% | -28.5% |
| 1Y | +3.7% | +32.7% | -29.0% | -18.2% |
| 3Y | +12.3% | +102.7% | -90.4% | -37.9% |
| 5Y | -68.8% | +187.6% | -256.4% | -85.8% |
| All | -39.0% | +421.5% | -460.6% | -74.4% |
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