-60.2%
Z vs IRM
+12.7%
-73.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.3% |
| 7D | -13.1% | -5.3% | -7.8% | -12.0% |
| 30D | +5.9% | -2.3% | +8.2% | +6.6% |
| 3M | -13.7% | -7.4% | -6.3% | -12.6% |
| 6M | -27.1% | -12.2% | -14.9% | -25.6% |
| YTD | -56.8% | +38.6% | -95.4% | -62.4% |
| 1Y | -60.2% | +14.9% | -75.1% | -61.4% |
| All | -60.2% | +12.7% | -73.0% | -61.4% |
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