+1,615.8%
ALB vs IRM
+9,145.3%
-7,529.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +9.1% | -8.6% | +17.7% | +12.3% |
| 30D | -3.4% | -8.0% | +4.6% | -0.9% |
| 3M | -20.6% | -12.0% | -8.6% | -17.4% |
| 6M | -48.2% | -18.2% | -30.0% | -44.8% |
| YTD | -29.2% | +31.4% | -60.6% | -37.4% |
| 1Y | +10.0% | +9.2% | +0.8% | +3.8% |
| 3Y | -12.9% | +94.6% | -107.5% | -34.9% |
| 5Y | -61.3% | +170.2% | -231.4% | -74.3% |
| 10Y | +35.8% | +464.3% | -428.5% | -31.8% |
| All | +1,615.8% | +9,145.3% | -7,529.5% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling