+417.1%
IRM vs ACM
+128.0%
+289.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -4.2% | -12.9% | +8.7% | -0.1% |
| 3M | -5.4% | -6.4% | +1.0% | -4.2% |
| 6M | +12.0% | -29.2% | +41.2% | +25.1% |
| YTD | +42.0% | -29.9% | +72.0% | +57.4% |
| 1Y | +29.9% | -47.3% | +77.1% | +59.7% |
| 3Y | +104.4% | -19.6% | +124.0% | +112.5% |
| 5Y | +191.0% | +5.5% | +185.5% | +173.7% |
| 10Y | +417.1% | +129.7% | +287.4% | +288.9% |
| All | +417.1% | +128.0% | +289.2% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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