+33.0%
ALB vs IRM
+481.3%
-448.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.2% | -4.2% |
| 7D | +5.3% | -5.1% | +10.3% | +7.3% |
| 30D | -6.3% | -3.3% | -3.0% | -5.5% |
| 3M | -27.4% | -8.2% | -19.2% | -25.1% |
| 6M | -53.1% | -12.8% | -40.3% | -50.6% |
| YTD | -32.3% | +36.6% | -68.9% | -44.8% |
| 1Y | -7.3% | +11.9% | -19.2% | -16.2% |
| 3Y | -14.9% | +105.1% | -120.0% | -48.1% |
| 5Y | -62.0% | +182.4% | -244.4% | -80.7% |
| 10Y | +33.0% | +505.1% | -472.1% | -55.9% |
| All | +33.0% | +481.3% | -448.3% | -55.9% |
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