+78.4%
V vs IRM
+104.5%
-26.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.7% |
| 7D | -0.8% | -3.8% | +3.0% | -0.3% |
| 30D | +9.5% | -3.2% | +12.7% | +9.9% |
| 3M | +16.7% | -7.8% | +24.5% | +17.7% |
| 6M | +32.9% | -12.7% | +45.6% | +34.9% |
| YTD | +21.1% | +36.7% | -15.6% | +11.9% |
| 1Y | +26.6% | +10.0% | +16.6% | +22.6% |
| 3Y | +78.4% | +107.2% | -28.9% | +45.6% |
| All | +78.4% | +104.5% | -26.1% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling