-28.3%
ALB vs IRM
+102.6%
-130.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.1% | -5.1% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | +6.3% | -8.1% | +14.3% | +9.8% |
| 3M | -23.6% | -9.7% | -13.9% | -20.7% |
| 6M | -24.6% | +10.0% | -34.6% | -29.0% |
| YTD | -10.3% | +43.0% | -53.3% | -25.9% |
| 1Y | +61.5% | +32.7% | +28.8% | +35.6% |
| All | -28.3% | +102.6% | -130.9% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling