+409.2%
IRM vs ALK
-35.2%
+444.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -8.1% | -19.2% | +11.2% | -3.3% |
| 3M | -9.7% | -1.5% | -8.1% | -10.0% |
| 6M | +10.0% | -13.1% | +23.0% | +11.8% |
| YTD | +43.0% | -16.4% | +59.4% | +45.9% |
| 1Y | +32.7% | -33.1% | +65.7% | +42.3% |
| 3Y | +102.7% | +0.6% | +102.1% | +86.9% |
| 5Y | +187.6% | -26.4% | +214.0% | +180.9% |
| All | +409.2% | -35.2% | +444.4% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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