+82.2%
AA vs IRM
+9,515.1%
-9,432.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +1.2% | -5.1% | +6.3% | +3.4% |
| 30D | -5.0% | -3.3% | -1.8% | -3.7% |
| 3M | -22.2% | -8.2% | -14.1% | -19.7% |
| 6M | -36.3% | -12.8% | -23.6% | -32.9% |
| YTD | -24.2% | +36.6% | -60.8% | -34.9% |
| 1Y | +3.9% | +11.9% | -8.0% | -3.0% |
| 3Y | +67.6% | +105.1% | -37.5% | +18.7% |
| 5Y | -8.8% | +182.4% | -191.2% | -43.5% |
| 10Y | +45.0% | +505.1% | -460.2% | -34.6% |
| All | +82.2% | +9,515.1% | -9,432.9% | -46.3% |
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