+109.7%
UL vs IRM
+520.0%
-410.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.1% | +6.8% | -5.7% | -0.2% |
| 30D | +4.5% | +2.6% | +1.9% | +3.7% |
| 3M | +6.5% | -9.5% | +15.9% | +8.0% |
| 6M | +18.2% | -8.5% | +26.7% | +19.3% |
| YTD | +4.7% | +40.3% | -35.6% | -3.9% |
| 1Y | +0.8% | +28.7% | -27.9% | -5.9% |
| 3Y | +35.9% | +111.8% | -75.9% | +10.4% |
| 5Y | +33.4% | +189.1% | -155.7% | -1.8% |
| All | +109.7% | +520.0% | -410.2% | +21.3% |
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