+337.4%
AGI vs IRM
+440.8%
-103.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.2% |
| 7D | -2.7% | -1.4% | -1.3% | -2.4% |
| 30D | +7.2% | -7.4% | +14.6% | +9.1% |
| 3M | +4.3% | -7.4% | +11.6% | +5.8% |
| 6M | -27.1% | +8.7% | -35.8% | -28.8% |
| YTD | -6.6% | +40.9% | -47.5% | -14.5% |
| 1Y | +9.5% | +20.5% | -11.0% | +3.8% |
| 3Y | +208.4% | +101.7% | +106.7% | +155.1% |
| 5Y | +401.6% | +197.7% | +204.0% | +280.9% |
| All | +337.4% | +440.8% | -103.4% | +194.0% |
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