-15.6%
Z vs IRM
+520.0%
-535.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.8% |
| 7D | +0.8% | +6.8% | -5.9% | -2.1% |
| 30D | +5.2% | +2.6% | +2.6% | +3.9% |
| 3M | -17.0% | -9.5% | -7.6% | -13.8% |
| 6M | -22.7% | -8.5% | -14.2% | -20.5% |
| YTD | -56.3% | +40.3% | -96.6% | -63.8% |
| 1Y | -57.7% | +28.7% | -86.3% | -63.5% |
| 3Y | -16.5% | +111.8% | -128.4% | -44.4% |
| 5Y | -53.4% | +189.1% | -242.5% | -73.0% |
| All | -15.6% | +520.0% | -535.6% | -65.5% |
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