+3,585.7%
ALNY vs IRM
+1,512.3%
+2,073.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.5% | +3.0% | -6.5% | -4.5% |
| 30D | +18.9% | -5.2% | +24.1% | +20.7% |
| 3M | -13.3% | -8.0% | -5.3% | -11.9% |
| 6M | -20.3% | +9.2% | -29.4% | -24.1% |
| YTD | -35.1% | +41.0% | -76.1% | -43.9% |
| 1Y | -46.5% | +23.3% | -69.7% | -51.8% |
| 3Y | +28.1% | +102.8% | -74.8% | -5.7% |
| 5Y | +36.1% | +192.8% | -156.7% | -14.0% |
| 10Y | +269.7% | +439.6% | -170.0% | +69.3% |
| All | +3,585.7% | +1,512.3% | +2,073.4% | +902.4% |
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