+366.9%
IRM vs ALC
+21.6%
+345.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | +1.6% | -3.7% | +5.3% | +3.1% |
| 30D | -4.2% | -3.7% | -0.4% | -2.9% |
| 3M | -5.4% | +4.6% | -9.9% | -7.6% |
| 6M | +12.0% | -14.6% | +26.6% | +18.3% |
| YTD | +42.0% | -11.9% | +53.9% | +47.6% |
| 1Y | +29.9% | -13.1% | +43.0% | +35.3% |
| 3Y | +104.4% | -15.0% | +119.4% | +110.8% |
| 5Y | +191.0% | -16.2% | +207.2% | +194.9% |
| All | +366.9% | +21.6% | +345.3% | +271.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling