+9,217.0%
IRM vs ALK
+777.0%
+8,440.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.3% | +0.8% |
| 7D | -8.6% | +9.0% | -17.7% | -10.2% |
| 30D | -8.0% | -1.6% | -6.3% | -7.9% |
| 3M | -12.0% | -23.2% | +11.2% | -7.8% |
| 6M | -18.2% | -3.9% | -14.3% | -18.3% |
| YTD | +31.4% | -22.6% | +53.9% | +35.2% |
| 1Y | +9.2% | -5.3% | +14.5% | +8.0% |
| 3Y | +94.6% | +18.6% | +76.0% | +78.7% |
| 5Y | +170.2% | -34.4% | +204.6% | +173.2% |
| 10Y | +464.3% | -40.8% | +505.1% | +442.1% |
| All | +9,217.0% | +777.0% | +8,440.0% | +4,999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling