+2,289.7%
USB vs IRM
+9,964.6%
-7,674.9%
-76.1%
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 | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -1.3% | -8.1% | +6.8% | +1.2% |
| 3M | +15.2% | -9.7% | +24.9% | +18.5% |
| 6M | +18.8% | +10.0% | +8.8% | +14.4% |
| YTD | +21.0% | +43.0% | -22.0% | +6.8% |
| 1Y | +34.0% | +32.7% | +1.3% | +20.5% |
| 3Y | +95.3% | +102.7% | -7.4% | +50.9% |
| 5Y | +40.4% | +187.6% | -147.2% | -4.2% |
| 10Y | +107.3% | +420.1% | -312.8% | +13.9% |
| All | +2,289.7% | +9,964.6% | -7,674.9% | +684.6% |
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