+481.1%
IRM vs ACM
+147.1%
+334.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +2.2% |
| 7D | -3.8% | +6.9% | -10.7% | -5.9% |
| 30D | -3.2% | +19.1% | -22.3% | -8.9% |
| 3M | -7.8% | -6.9% | -0.9% | -6.2% |
| 6M | -12.7% | -12.0% | -0.7% | -9.8% |
| YTD | +36.7% | -25.1% | +61.8% | +48.1% |
| 1Y | +10.0% | -45.4% | +55.5% | +34.5% |
| 3Y | +107.2% | -6.9% | +114.1% | +104.1% |
| 5Y | +181.6% | +3.7% | +177.8% | +165.4% |
| 10Y | +481.1% | +135.8% | +345.4% | +313.3% |
| All | +481.1% | +147.1% | +334.0% | +313.3% |
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