+638.0%
XYZ vs IRM
+480.4%
+157.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +1.3% |
| 7D | +14.9% | -3.8% | +18.7% | +17.1% |
| 30D | +14.7% | -3.2% | +17.9% | +16.3% |
| 3M | +12.1% | -7.8% | +19.9% | +16.4% |
| 6M | +18.3% | -12.7% | +31.0% | +26.0% |
| YTD | +36.1% | +36.7% | -0.6% | +9.7% |
| 1Y | +35.3% | +10.0% | +25.3% | +23.6% |
| 3Y | +73.5% | +107.2% | -33.8% | +1.4% |
| 5Y | -61.6% | +181.6% | -243.2% | -80.9% |
| 10Y | +638.0% | +481.1% | +156.9% | +137.9% |
| All | +638.0% | +480.4% | +157.6% | +137.9% |
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