+20.1%
W vs IRM
+34.4%
-14.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.2% |
| 7D | -4.2% | -0.5% | -3.7% | -4.1% |
| 30D | -7.6% | -8.1% | +0.5% | -6.2% |
| 3M | +37.2% | -9.7% | +46.8% | +38.9% |
| 6M | +26.3% | +10.0% | +16.3% | +24.1% |
| YTD | -1.0% | +43.0% | -44.0% | -9.6% |
| 1Y | +20.1% | +32.7% | -12.6% | +12.9% |
| All | +20.1% | +34.4% | -14.3% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling