+398.1%
AGI vs IRM
+186.9%
+211.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | +6.8% | -7.8% | +14.5% | +9.4% |
| 3M | +8.3% | -7.9% | +16.2% | +10.6% |
| 6M | -29.2% | +6.3% | -35.6% | -31.1% |
| YTD | -7.3% | +38.2% | -45.4% | -17.3% |
| 1Y | +8.0% | +19.8% | -11.8% | +0.5% |
| 3Y | +206.6% | +98.8% | +107.8% | +127.4% |
| 5Y | +398.1% | +191.8% | +206.4% | +219.2% |
| All | +398.1% | +186.9% | +211.3% | +219.2% |
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