-95.2%
IRE vs ALM
-60.3%
-34.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -9.6% | -24.4% | -22.5% |
| 7D | -57.1% | -14.5% | -42.6% | -46.0% |
| 30D | -84.4% | -39.0% | -45.4% | -70.4% |
| 3M | -85.0% | -40.3% | -44.7% | -72.6% |
| 6M | -95.2% | -60.3% | -34.9% | -85.9% |
| All | -95.2% | -60.3% | -34.9% | -85.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling