+114.5%
ADI vs IRM
+101.2%
+13.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.5% |
| 7D | +2.4% | +1.6% | +0.8% | +1.8% |
| 30D | -6.6% | -4.2% | -2.4% | -5.1% |
| 3M | -9.8% | -5.4% | -4.4% | -8.2% |
| 6M | +15.7% | +12.0% | +3.6% | +10.3% |
| YTD | +35.1% | +42.0% | -6.9% | +17.2% |
| 1Y | +47.7% | +29.9% | +17.8% | +31.4% |
| 3Y | +114.5% | +104.4% | +10.1% | +39.7% |
| All | +114.5% | +101.2% | +13.2% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling