+65.7%
AG vs IRM
+520.0%
-454.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -10.0% | +6.8% | -16.7% | -12.5% |
| 30D | -10.5% | +2.6% | -13.1% | -11.6% |
| 3M | -27.3% | -9.5% | -17.8% | -24.3% |
| 6M | -43.0% | -8.5% | -34.5% | -40.8% |
| YTD | -17.9% | +40.3% | -58.2% | -28.8% |
| 1Y | +11.9% | +28.7% | -16.8% | +0.5% |
| 3Y | +201.8% | +111.8% | +90.0% | +121.0% |
| 5Y | -0.1% | +189.1% | -189.2% | -34.0% |
| All | +65.7% | +520.0% | -454.3% | -31.0% |
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 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