-20.4%
Z vs IRM
+90.1%
-110.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.9% |
| 7D | -4.6% | -8.6% | +4.1% | -0.7% |
| 30D | +8.3% | -8.0% | +16.3% | +12.1% |
| 3M | -11.6% | -12.0% | +0.4% | -7.2% |
| 6M | -33.6% | -18.2% | -15.5% | -28.5% |
| YTD | -56.7% | +31.4% | -88.0% | -63.9% |
| 1Y | -59.1% | +9.2% | -68.3% | -62.4% |
| 3Y | -20.4% | +94.6% | -114.9% | -63.1% |
| All | -20.4% | +90.1% | -110.4% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling