+67.6%
UBER vs IRM
+436.0%
-368.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +1.6% | +6.8% | -5.2% | -0.6% |
| 30D | +0.6% | +2.6% | -2.0% | -0.6% |
| 3M | -8.2% | -9.5% | +1.3% | -5.8% |
| 6M | -6.7% | -8.5% | +1.8% | -5.3% |
| YTD | -14.7% | +40.3% | -55.0% | -26.9% |
| 1Y | -24.1% | +28.7% | -52.8% | -32.8% |
| 3Y | +33.4% | +111.8% | -78.4% | -6.0% |
| 5Y | +54.5% | +189.1% | -134.6% | -3.8% |
| All | +67.6% | +436.0% | -368.4% | -20.5% |
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