-18.5%
Z vs IRM
+524.5%
-543.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.1% |
| 7D | -4.9% | +8.6% | -13.5% | -8.4% |
| 30D | +3.0% | 0.0% | +3.0% | +2.9% |
| 3M | -13.4% | -7.1% | -6.3% | -11.0% |
| 6M | -27.3% | -7.9% | -19.4% | -25.5% |
| YTD | -57.8% | +41.3% | -99.1% | -65.2% |
| 1Y | -60.0% | +20.7% | -80.8% | -64.5% |
| 3Y | -21.5% | +112.2% | -133.7% | -47.7% |
| 5Y | -55.0% | +191.2% | -246.2% | -74.0% |
| All | -18.5% | +524.5% | -543.0% | -66.8% |
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