+38.6%
ALB vs IRM
+520.0%
-481.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -5.8% | +6.8% | -12.6% | -8.9% |
| 30D | -4.5% | +2.6% | -7.1% | -6.6% |
| 3M | -28.1% | -9.5% | -18.6% | -25.2% |
| 6M | -53.2% | -8.5% | -44.7% | -52.0% |
| YTD | -33.3% | +40.3% | -73.6% | -46.3% |
| 1Y | -17.4% | +28.7% | -46.1% | -30.6% |
| 3Y | -14.1% | +111.8% | -126.0% | -48.5% |
| 5Y | -64.0% | +189.1% | -253.1% | -81.9% |
| All | +38.6% | +520.0% | -481.4% | -54.5% |
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 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