+2,926.4%
V vs IRM
+1,184.0%
+1,742.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -1.7% | -0.5% | -1.3% | -1.6% |
| 30D | +2.0% | -8.1% | +10.0% | +4.5% |
| 3M | +17.4% | -9.7% | +27.0% | +20.5% |
| 6M | +17.5% | +10.0% | +7.5% | +12.3% |
| YTD | +7.6% | +43.0% | -35.4% | -6.6% |
| 1Y | +7.7% | +32.7% | -25.0% | -4.6% |
| 3Y | +54.7% | +102.7% | -48.1% | +14.4% |
| 5Y | +73.0% | +187.6% | -114.5% | +10.5% |
| 10Y | +390.9% | +420.1% | -29.3% | +137.9% |
| All | +2,926.4% | +1,184.0% | +1,742.4% | +831.9% |
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