+72.8%
AG vs IRM
+190.5%
-117.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | -0.1% | +3.0% | -3.1% | -1.8% |
| 30D | +12.5% | -5.2% | +17.7% | +15.5% |
| 3M | +28.2% | -8.0% | +36.2% | +33.7% |
| 6M | -18.8% | +9.2% | -28.0% | -23.1% |
| YTD | +27.4% | +41.0% | -13.6% | +4.4% |
| 1Y | +132.2% | +23.3% | +108.9% | +105.7% |
| 3Y | +286.9% | +102.8% | +184.0% | +143.3% |
| 5Y | +72.8% | +192.8% | -120.0% | -9.1% |
| All | +72.8% | +190.5% | -117.7% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling