+32.6%
XYZ vs IRM
+10.0%
+22.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +2.4% |
| 7D | +14.9% | -3.8% | +18.7% | +16.1% |
| 30D | +14.7% | -3.2% | +17.9% | +15.7% |
| 3M | +12.1% | -7.8% | +19.9% | +14.4% |
| 6M | +18.3% | -12.7% | +31.0% | +22.3% |
| YTD | +36.1% | +36.7% | -0.6% | +22.4% |
| All | +32.6% | +10.0% | +22.5% | +28.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling