+236.1%
ALNY vs IRM
+440.8%
-204.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.1% |
| 7D | -6.5% | -1.4% | -5.1% | -6.3% |
| 30D | +11.0% | -7.4% | +18.4% | +12.6% |
| 3M | -14.1% | -7.4% | -6.7% | -13.3% |
| 6M | -22.4% | +8.7% | -31.1% | -24.7% |
| YTD | -37.5% | +40.9% | -78.4% | -43.1% |
| 1Y | -46.9% | +20.5% | -67.4% | -50.1% |
| 3Y | +22.1% | +101.7% | -79.6% | +1.2% |
| 5Y | +31.2% | +197.7% | -166.5% | +0.2% |
| All | +236.1% | +440.8% | -204.7% | +134.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling