+87.3%
ALB vs IRM
+418.7%
-331.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.4% |
| 7D | -8.6% | +3.0% | -11.6% | -10.1% |
| 30D | -4.0% | -5.2% | +1.2% | -1.7% |
| 3M | -17.4% | -8.0% | -9.3% | -14.7% |
| 6M | -25.4% | +9.2% | -34.5% | -29.9% |
| YTD | -10.5% | +41.0% | -51.5% | -27.3% |
| 1Y | +75.8% | +23.3% | +52.6% | +52.0% |
| 3Y | -28.5% | +102.8% | -131.4% | -55.2% |
| 5Y | -45.1% | +192.8% | -237.9% | -72.2% |
| 10Y | +87.3% | +439.6% | -352.3% | -32.8% |
| All | +87.3% | +418.7% | -331.4% | -32.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling