-16.0%
Z vs IRM
+481.3%
-497.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.5% |
| 7D | -6.5% | -5.1% | -1.4% | -4.0% |
| 30D | -0.1% | -3.3% | +3.2% | +1.3% |
| 3M | -14.1% | -8.2% | -6.0% | -11.3% |
| 6M | -30.1% | -12.8% | -17.3% | -26.5% |
| YTD | -57.5% | +36.6% | -94.1% | -64.4% |
| 1Y | -60.3% | +11.9% | -72.2% | -63.5% |
| 3Y | -21.0% | +105.1% | -126.2% | -46.6% |
| 5Y | -54.9% | +182.4% | -237.3% | -73.6% |
| 10Y | -16.0% | +505.1% | -521.2% | -65.1% |
| All | -16.0% | +481.3% | -497.3% | -65.1% |
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 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