+554.0%
XYZ vs IRM
+569.9%
-15.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +12.1% | -8.6% | +20.8% | +17.5% |
| 30D | +12.4% | -8.0% | +20.3% | +17.1% |
| 3M | +8.2% | -12.0% | +20.2% | +15.0% |
| 6M | +20.7% | -18.2% | +38.8% | +32.8% |
| YTD | +31.3% | +31.4% | 0.0% | +9.3% |
| 1Y | +20.5% | +9.2% | +11.3% | +10.7% |
| 3Y | +72.6% | +94.6% | -22.0% | +7.7% |
| 5Y | -64.0% | +170.2% | -234.2% | -80.9% |
| 10Y | +601.8% | +464.3% | +137.5% | +154.8% |
| All | +554.0% | +569.9% | -15.9% | +102.1% |
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