+9.2%
Z vs IRM
+550.1%
-540.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -11.1% | +0.4% | -5.7% |
| 7D | -2.3% | -10.9% | +8.6% | +3.1% |
| 30D | +9.4% | -9.4% | +18.8% | +14.1% |
| 3M | -16.1% | -16.4% | +0.3% | -9.5% |
| 6M | -30.4% | -18.7% | -11.7% | -24.6% |
| YTD | -55.6% | +30.1% | -85.7% | -61.9% |
| 1Y | -58.5% | +8.5% | -67.1% | -61.3% |
| 3Y | -19.6% | +88.0% | -107.7% | -43.3% |
| 5Y | -54.1% | +167.6% | -221.7% | -72.4% |
| 10Y | -12.1% | +458.9% | -471.0% | -65.0% |
| All | +9.2% | +550.1% | -540.9% | -61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling