+63.3%
UL vs IRM
+430.1%
-366.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -4.1% | -1.8% | -2.3% | -3.7% |
| 30D | -1.2% | -7.8% | +6.6% | +0.3% |
| 3M | +6.0% | -7.9% | +13.8% | +7.4% |
| 6M | -5.5% | +6.3% | -11.8% | -7.4% |
| YTD | -3.3% | +38.2% | -41.5% | -10.7% |
| 1Y | -9.8% | +19.8% | -29.6% | -14.3% |
| 3Y | +20.1% | +98.8% | -78.6% | -0.7% |
| 5Y | +19.2% | +191.8% | -172.6% | -12.2% |
| All | +63.3% | +430.1% | -366.7% | -2.0% |
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