-54.0%
ALB vs IRM
-12.2%
-41.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +1.0% |
| 7D | +1.1% | -5.3% | +6.3% | +1.2% |
| 30D | -2.6% | -2.3% | -0.3% | -3.0% |
| 3M | -25.6% | -7.4% | -18.1% | -25.3% |
| 6M | -54.0% | -12.2% | -41.8% | -54.0% |
| All | -54.0% | -12.2% | -41.8% | -54.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling