+445.6%
AG vs IRM
+1,025.4%
-579.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.6% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +19.2% | -8.1% | +27.3% | +23.0% |
| 3M | +6.2% | -9.7% | +15.8% | +10.5% |
| 6M | -26.7% | +10.0% | -36.7% | -29.5% |
| YTD | +26.1% | +43.0% | -16.9% | +9.4% |
| 1Y | +131.7% | +32.7% | +99.0% | +107.4% |
| 3Y | +255.3% | +102.7% | +152.6% | +167.4% |
| 5Y | +61.9% | +187.6% | -125.6% | +6.6% |
| 10Y | +72.0% | +420.1% | -348.1% | -13.5% |
| All | +445.6% | +1,025.4% | -579.7% | +66.1% |
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 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