-97.2%
IRE vs ALM
+5.6%
-102.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.1% | -10.6% | -9.2% |
| 7D | -15.5% | +0.7% | -16.3% | -13.9% |
| 30D | -70.4% | -26.1% | -44.3% | -60.6% |
| 3M | -81.6% | -38.1% | -43.5% | -72.2% |
| 6M | -94.7% | -55.4% | -39.3% | -89.6% |
| YTD | -91.8% | -0.4% | -91.4% | -84.7% |
| 1Y | -97.6% | +25.4% | -122.9% | -95.5% |
| All | -97.2% | +5.6% | -102.8% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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