+365.7%
ALAB vs IRM
+56.4%
+309.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.5% |
| 7D | +3.2% | +1.6% | +1.6% | +2.2% |
| 30D | -13.6% | -4.2% | -9.4% | -10.7% |
| 3M | -16.6% | -5.4% | -11.2% | -13.7% |
| 6M | +142.3% | +12.0% | +130.3% | +126.4% |
| YTD | +73.6% | +42.0% | +31.6% | +38.5% |
| 1Y | +33.7% | +29.9% | +3.8% | +12.8% |
| All | +365.7% | +56.4% | +309.3% | +313.2% |
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 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