-97.9%
IRE vs ALM
-4.3%
-93.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -9.6% | -24.4% | -26.0% |
| 7D | -57.1% | -14.5% | -42.6% | -49.6% |
| 30D | -84.4% | -39.0% | -45.4% | -75.6% |
| 3M | -85.0% | -40.3% | -44.7% | -76.3% |
| 6M | -95.2% | -60.3% | -34.9% | -89.7% |
| YTD | -93.9% | -9.8% | -84.2% | -87.8% |
| 1Y | -98.8% | +30.8% | -129.6% | -97.2% |
| All | -97.9% | -4.3% | -93.6% | -96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling