+19.1%
AA vs IRM
+192.5%
-173.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.9% |
| 7D | +1.7% | +1.6% | 0.0% | +0.7% |
| 30D | +3.3% | -4.2% | +7.5% | +5.4% |
| 3M | -29.4% | -5.4% | -24.0% | -27.7% |
| 6M | -12.8% | +12.0% | -24.8% | -19.3% |
| YTD | -2.1% | +42.0% | -44.2% | -22.2% |
| 1Y | +62.8% | +29.9% | +32.9% | +35.3% |
| 3Y | +90.5% | +104.4% | -13.9% | +9.2% |
| 5Y | +19.1% | +191.0% | -171.9% | -45.1% |
| All | +19.1% | +192.5% | -173.5% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling