+5,453.2%
AGI vs IRM
+1,796.0%
+3,657.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +2.2% | +3.0% | -0.8% | +1.5% |
| 30D | +11.3% | -5.2% | +16.5% | +12.6% |
| 3M | +5.6% | -8.0% | +13.7% | +7.5% |
| 6M | -27.7% | +9.2% | -36.8% | -29.5% |
| YTD | -4.1% | +41.0% | -45.1% | -12.2% |
| 1Y | +13.8% | +23.3% | -9.5% | +7.3% |
| 3Y | +217.0% | +102.8% | +114.2% | +161.5% |
| 5Y | +404.3% | +192.8% | +211.6% | +278.7% |
| 10Y | +400.5% | +439.6% | -39.1% | +213.1% |
| All | +5,453.2% | +1,796.0% | +3,657.2% | +2,246.5% |
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