+83.7%
IRM vs AHR
+356.1%
-272.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -1.4% | -2.1% | +0.6% | -0.8% |
| 30D | -7.4% | +1.9% | -9.3% | -8.0% |
| 3M | -7.4% | +15.7% | -23.0% | -12.5% |
| 6M | +8.7% | +2.5% | +6.2% | +6.9% |
| YTD | +40.9% | +15.0% | +25.9% | +32.8% |
| 1Y | +20.5% | +28.1% | -7.6% | +8.3% |
| All | +83.7% | +356.1% | -272.4% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 5y: compounded portfolio wealth divided by compounded AHR 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…
5y analysis · Full analysis span regression · 6 months rolling