-42.5%
ALB vs IRM
+192.5%
-235.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.0% |
| 7D | -4.4% | +1.6% | -6.0% | -5.4% |
| 30D | -1.2% | -4.2% | +3.0% | +0.7% |
| 3M | -13.3% | -5.4% | -7.9% | -11.8% |
| 6M | -19.8% | +12.0% | -31.8% | -25.9% |
| YTD | -7.9% | +42.0% | -50.0% | -26.2% |
| 1Y | +60.2% | +29.9% | +30.3% | +32.6% |
| 3Y | -26.4% | +104.4% | -130.8% | -58.4% |
| 5Y | -42.5% | +191.0% | -233.5% | -75.2% |
| All | -42.5% | +192.5% | -235.1% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling