+210.1%
W vs IRM
+520.0%
-309.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.9% |
| 7D | +0.2% | +6.8% | -6.6% | -4.0% |
| 30D | +6.8% | +2.6% | +4.2% | +5.0% |
| 3M | +10.7% | -9.5% | +20.1% | +17.2% |
| 6M | +86.3% | -8.5% | +94.8% | +96.0% |
| YTD | +11.5% | +40.3% | -28.8% | -14.7% |
| 1Y | +5.1% | +28.7% | -23.6% | -15.0% |
| 3Y | +171.0% | +111.8% | +59.2% | +51.3% |
| 5Y | -56.6% | +189.1% | -245.7% | -79.5% |
| All | +210.1% | +520.0% | -309.9% | -3.1% |
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