+209.8%
W vs IRM
+571.6%
-361.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +2.1% |
| 7D | +3.3% | -3.8% | +7.1% | +5.8% |
| 30D | +10.5% | -3.2% | +13.7% | +12.8% |
| 3M | +9.6% | -7.8% | +17.4% | +14.6% |
| 6M | +76.4% | -12.7% | +89.1% | +90.6% |
| YTD | +16.4% | +36.7% | -20.3% | -8.2% |
| 1Y | +9.3% | +10.0% | -0.7% | -1.2% |
| 3Y | +172.8% | +107.2% | +65.6% | +60.6% |
| 5Y | -53.4% | +181.6% | -234.9% | -76.4% |
| 10Y | +243.6% | +481.1% | -237.5% | +14.7% |
| All | +209.8% | +571.6% | -361.8% | -17.3% |
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