+370.0%
IRM vs ALC
+24.0%
+346.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.5% |
| 7D | -0.5% | -2.1% | +1.6% | +0.4% |
| 30D | -8.1% | -0.1% | -8.0% | -8.2% |
| 3M | -9.7% | +5.9% | -15.6% | -12.2% |
| 6M | +10.0% | -15.9% | +25.9% | +17.0% |
| YTD | +43.0% | -10.1% | +53.1% | +47.4% |
| 1Y | +32.7% | -10.2% | +42.9% | +36.3% |
| 3Y | +102.7% | -13.6% | +116.3% | +107.8% |
| 5Y | +187.6% | -15.1% | +202.7% | +190.1% |
| All | +370.0% | +24.0% | +346.0% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling