-62.1%
ALB vs IRM
+168.2%
-230.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | +9.1% | -8.6% | +17.7% | +13.3% |
| 30D | -3.4% | -8.0% | +4.6% | -0.2% |
| 3M | -20.6% | -12.0% | -8.6% | -16.3% |
| 6M | -48.2% | -18.2% | -30.0% | -43.6% |
| YTD | -29.2% | +31.4% | -60.6% | -41.8% |
| 1Y | +10.0% | +9.2% | +0.8% | +0.1% |
| 3Y | -12.9% | +94.6% | -107.5% | -51.2% |
| All | -62.1% | +168.2% | -230.3% | -83.1% |
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