+102.6%
IRM vs ALC
-13.4%
+115.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.3% |
| 7D | -0.5% | -2.1% | +1.6% | +0.2% |
| 30D | -8.1% | -0.1% | -8.0% | -8.2% |
| 3M | -9.7% | +5.9% | -15.6% | -11.8% |
| 6M | +10.0% | -15.9% | +25.9% | +16.3% |
| YTD | +43.0% | -10.1% | +53.1% | +46.9% |
| 1Y | +32.7% | -10.2% | +42.9% | +35.9% |
| All | +102.6% | -13.4% | +115.9% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling