+132.3%
AA vs IRM
+418.7%
-286.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.5% |
| 7D | -0.6% | +3.0% | -3.6% | -2.4% |
| 30D | -1.6% | -5.2% | +3.7% | +1.1% |
| 3M | -29.8% | -8.0% | -21.8% | -26.8% |
| 6M | -16.6% | +9.2% | -25.8% | -21.9% |
| YTD | -4.0% | +41.0% | -45.0% | -23.8% |
| 1Y | +63.5% | +23.3% | +40.3% | +40.0% |
| 3Y | +86.8% | +102.8% | -16.1% | +12.6% |
| 5Y | +12.4% | +192.8% | -180.4% | -46.4% |
| 10Y | +132.3% | +439.6% | -307.3% | -27.0% |
| All | +132.3% | +418.7% | -286.4% | -27.0% |
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