-97.1%
IRE vs ALM
-2.3%
-94.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +2.1% | +37.4% | +37.8% |
| 7D | -27.2% | -6.7% | -20.5% | -20.4% |
| 30D | -75.1% | -32.9% | -42.2% | -63.8% |
| 3M | -77.9% | -39.5% | -38.4% | -65.4% |
| 6M | -94.6% | -62.0% | -32.6% | -88.1% |
| YTD | -91.5% | -7.8% | -83.7% | -83.2% |
| 1Y | -97.8% | +26.7% | -124.5% | -95.2% |
| All | -97.1% | -2.3% | -94.8% | -94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling