+217.0%
W vs IRM
+481.3%
-264.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.7% | -3.7% |
| 7D | +1.1% | -5.1% | +6.1% | +4.5% |
| 30D | +6.4% | -3.3% | +9.7% | +8.7% |
| 3M | +9.0% | -8.2% | +17.1% | +14.4% |
| 6M | +69.8% | -12.8% | +82.6% | +84.1% |
| YTD | +12.1% | +36.6% | -24.6% | -12.7% |
| 1Y | 0.0% | +11.9% | -11.9% | -11.1% |
| 3Y | +160.3% | +105.1% | +55.2% | +48.5% |
| 5Y | -53.3% | +182.4% | -235.7% | -77.6% |
| 10Y | +217.0% | +505.1% | -288.2% | -0.2% |
| All | +217.0% | +481.3% | -264.4% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling