+1.1%
UL vs IRM
+19.5%
-18.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.7% | +1.6% | +3.2% |
| 7D | +4.7% | +2.6% | +2.1% | +4.6% |
| 30D | +11.6% | +5.6% | +5.9% | +11.4% |
| 3M | +5.3% | -4.7% | +10.0% | +5.6% |
| 6M | +16.0% | -6.1% | +22.1% | +16.4% |
| YTD | +5.0% | +46.3% | -41.4% | +1.7% |
| 1Y | +1.1% | +18.7% | -17.6% | +0.9% |
| All | +1.1% | +19.5% | -18.3% | +0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling