+24.2%
IRM vs ALC
-13.1%
+37.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.4% |
| 7D | +1.6% | -3.7% | +5.3% | +2.2% |
| 30D | -4.2% | -3.7% | -0.4% | -3.7% |
| 3M | -5.4% | +4.6% | -9.9% | -6.6% |
| 6M | +12.0% | -14.6% | +26.6% | +14.7% |
| YTD | +42.0% | -11.9% | +53.9% | +43.9% |
| All | +24.2% | -13.1% | +37.3% | +26.1% |
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