+651.5%
ADI vs IRM
+440.8%
+210.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.8% | +4.1% |
| 7D | +4.6% | -1.4% | +6.0% | +5.2% |
| 30D | -1.2% | -7.4% | +6.2% | +1.8% |
| 3M | -7.8% | -7.4% | -0.5% | -5.3% |
| 6M | +19.3% | +8.7% | +10.7% | +14.9% |
| YTD | +40.9% | +40.9% | 0.0% | +22.1% |
| 1Y | +54.5% | +20.5% | +34.0% | +41.5% |
| 3Y | +123.4% | +101.7% | +21.7% | +62.0% |
| 5Y | +142.3% | +197.7% | -55.4% | +48.6% |
| All | +651.5% | +440.8% | +210.7% | +239.8% |
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