+18.7%
IRM vs ALC
+4.2%
+14.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.1% |
| 7D | +2.6% | +10.7% | -8.1% | +1.6% |
| 30D | +5.6% | +20.2% | -14.5% | +3.7% |
| 3M | -4.7% | +8.9% | -13.6% | -5.4% |
| 6M | -6.1% | +5.7% | -11.8% | -6.4% |
| YTD | +46.3% | -1.4% | +47.8% | +45.7% |
| 1Y | +18.7% | +4.7% | +14.0% | +14.5% |
| All | +18.7% | +4.2% | +14.5% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling