+74.5%
UBER vs IRM
+427.9%
-353.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.8% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | -7.6% | -7.8% | +0.1% | -5.3% |
| 3M | +5.8% | -7.9% | +13.6% | +7.8% |
| 6M | +0.3% | +6.3% | -6.1% | -3.5% |
| YTD | -11.2% | +38.2% | -49.4% | -23.1% |
| 1Y | -23.0% | +19.8% | -42.8% | -29.9% |
| 3Y | +53.6% | +98.8% | -45.2% | +11.4% |
| 5Y | +81.9% | +191.8% | -109.9% | +13.6% |
| All | +74.5% | +427.9% | -353.4% | -16.3% |
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