+481.1%
IRM vs ALK
-37.5%
+518.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +2.3% |
| 7D | -3.8% | +8.9% | -12.7% | -5.8% |
| 30D | -3.2% | +5.9% | -9.1% | -4.8% |
| 3M | -7.8% | -16.5% | +8.7% | -4.1% |
| 6M | -12.7% | +2.1% | -14.8% | -14.3% |
| YTD | +36.7% | -17.1% | +53.8% | +39.3% |
| 1Y | +10.0% | -2.9% | +12.9% | +7.5% |
| 3Y | +107.2% | +24.5% | +82.8% | +79.9% |
| 5Y | +181.6% | -29.1% | +210.7% | +177.5% |
| 10Y | +481.1% | -39.1% | +520.3% | +413.5% |
| All | +481.1% | -37.5% | +518.6% | +413.5% |
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