+2,174.3%
USB vs IRM
+9,056.8%
-6,882.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -11.1% | +9.0% | +1.3% |
| 7D | -1.5% | -10.9% | +9.4% | +1.9% |
| 30D | +4.3% | -9.4% | +13.7% | +7.2% |
| 3M | -6.1% | -16.4% | +10.3% | -1.2% |
| 6M | +9.4% | -18.7% | +28.1% | +15.7% |
| YTD | +15.2% | +30.1% | -14.9% | +4.2% |
| 1Y | +32.8% | +8.5% | +24.2% | +26.9% |
| 3Y | +91.3% | +88.0% | +3.3% | +50.6% |
| 5Y | +22.7% | +167.6% | -144.9% | -14.7% |
| 10Y | +97.0% | +458.9% | -361.9% | +6.1% |
| All | +2,174.3% | +9,056.8% | -6,882.5% | +665.8% |
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