-62.1%
W vs IRM
+192.5%
-254.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +6.5% | +1.6% | +4.9% | +5.2% |
| 30D | -6.2% | -4.2% | -2.0% | -3.6% |
| 3M | +48.9% | -5.4% | +54.2% | +53.9% |
| 6M | +31.2% | +12.0% | +19.2% | +16.2% |
| YTD | -0.4% | +42.0% | -42.5% | -29.9% |
| 1Y | +14.8% | +29.9% | -15.0% | -14.6% |
| 3Y | +40.5% | +104.4% | -63.8% | -39.8% |
| 5Y | -62.1% | +191.0% | -253.1% | -88.6% |
| All | -62.1% | +192.5% | -254.7% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling