+257.6%
ALAB vs IRM
+54.4%
+203.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.0% |
| 7D | +16.3% | +6.8% | +9.5% | +10.5% |
| 30D | -26.1% | +2.6% | -28.7% | -26.1% |
| 3M | -31.3% | -9.5% | -21.8% | -24.3% |
| 6M | -1.0% | -8.5% | +7.5% | +8.1% |
| YTD | +33.3% | +40.3% | -6.9% | +10.2% |
| 1Y | +53.5% | +28.7% | +24.9% | +33.9% |
| All | +257.6% | +54.4% | +203.2% | +228.7% |
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