+41.6%
AA vs IRM
+520.0%
-478.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.3% |
| 7D | +0.5% | +6.8% | -6.3% | -3.2% |
| 30D | -0.6% | +2.6% | -3.2% | -2.3% |
| 3M | -19.7% | -9.5% | -10.2% | -15.5% |
| 6M | -41.6% | -8.5% | -33.1% | -39.1% |
| YTD | -24.6% | +40.3% | -64.9% | -40.5% |
| 1Y | +4.9% | +28.7% | -23.8% | -12.8% |
| 3Y | +66.8% | +111.8% | -45.0% | -4.2% |
| 5Y | -19.4% | +189.1% | -208.5% | -62.2% |
| All | +41.6% | +520.0% | -478.4% | -61.2% |
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