+82.2%
UBER vs IRM
+446.4%
-364.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +11.1% | -8.1% | +19.2% | +13.9% |
| 3M | +4.9% | -9.7% | +14.6% | +7.8% |
| 6M | -1.2% | +10.0% | -11.2% | -6.0% |
| YTD | -7.3% | +43.0% | -50.3% | -20.6% |
| 1Y | -17.6% | +32.7% | -50.3% | -27.8% |
| 3Y | +61.1% | +102.7% | -41.7% | +16.1% |
| 5Y | +87.9% | +187.6% | -99.7% | +17.6% |
| All | +82.2% | +446.4% | -364.2% | -13.6% |
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