+80.2%
AA vs IRM
+9,145.3%
-9,065.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.5% |
| 7D | +0.9% | -8.6% | +9.5% | +4.7% |
| 30D | -6.7% | -8.0% | +1.3% | -3.5% |
| 3M | -16.3% | -12.0% | -4.4% | -12.1% |
| 6M | -37.1% | -18.2% | -19.0% | -32.0% |
| YTD | -25.0% | +31.4% | -56.4% | -34.6% |
| 1Y | +8.6% | +9.2% | -0.6% | +2.4% |
| 3Y | +57.2% | +94.6% | -37.3% | +13.8% |
| 5Y | -13.0% | +170.2% | -183.2% | -45.1% |
| 10Y | +65.5% | +464.3% | -398.8% | -23.3% |
| All | +80.2% | +9,145.3% | -9,065.1% | -46.0% |
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 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