+449.9%
IRM vs ALLE
+222.4%
+227.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -8.6% | -0.6% | -8.0% | -8.3% |
| 30D | -8.0% | +25.3% | -33.3% | -17.2% |
| 3M | -12.0% | +10.3% | -22.3% | -16.3% |
| 6M | -18.2% | +38.0% | -56.2% | -30.4% |
| YTD | +31.4% | +17.8% | +13.6% | +19.5% |
| 1Y | +9.2% | +13.6% | -4.4% | +1.2% |
| 3Y | +94.6% | +89.2% | +5.4% | +38.1% |
| 5Y | +170.2% | +51.1% | +119.1% | +109.4% |
| All | +449.9% | +222.4% | +227.4% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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