+163.6%
W vs IRM
+602.6%
-439.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.5% |
| 7D | -4.2% | -0.5% | -3.7% | -3.9% |
| 30D | -7.6% | -8.1% | +0.5% | -3.0% |
| 3M | +37.2% | -9.7% | +46.8% | +45.3% |
| 6M | +26.3% | +10.0% | +16.3% | +16.9% |
| YTD | -1.0% | +43.0% | -44.0% | -23.8% |
| 1Y | +20.1% | +32.7% | -12.6% | -4.3% |
| 3Y | +37.8% | +102.7% | -64.9% | -17.4% |
| 5Y | -63.7% | +187.6% | -251.2% | -81.9% |
| 10Y | +156.3% | +420.1% | -263.8% | -10.5% |
| All | +163.6% | +602.6% | -439.0% | -31.4% |
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