-58.7%
Z vs IRM
+34.4%
-93.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.3% |
| 7D | -3.0% | -0.5% | -2.5% | -3.0% |
| 30D | -4.2% | -8.1% | +3.9% | -3.2% |
| 3M | -3.7% | -9.7% | +6.0% | -2.6% |
| 6M | -24.5% | +10.0% | -34.5% | -26.7% |
| YTD | -49.3% | +43.0% | -92.3% | -54.0% |
| 1Y | -58.7% | +32.7% | -91.4% | -59.3% |
| All | -58.7% | +34.4% | -93.1% | -59.3% |
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