+63.5%
AA vs IRM
+29.2%
+34.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -0.6% | +3.0% | -3.6% | -1.5% |
| 30D | -1.6% | -5.2% | +3.7% | -0.2% |
| 3M | -29.8% | -8.0% | -21.8% | -28.1% |
| 6M | -16.6% | +9.2% | -25.8% | -18.2% |
| YTD | -4.0% | +41.0% | -45.0% | -15.6% |
| 1Y | +63.5% | +23.3% | +40.3% | +57.0% |
| All | +63.5% | +29.2% | +34.3% | +57.0% |
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 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