+521.8%
IRM vs ALLE
+208.6%
+313.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +8.6% | +1.6% | +7.0% | +7.9% |
| 30D | 0.0% | +24.1% | -24.1% | -9.7% |
| 3M | -7.1% | +14.8% | -22.0% | -13.2% |
| 6M | -7.9% | +45.9% | -53.8% | -23.7% |
| YTD | +41.3% | +20.7% | +20.6% | +27.0% |
| 1Y | +20.7% | +14.2% | +6.6% | +11.7% |
| 3Y | +112.2% | +90.7% | +21.5% | +49.7% |
| 5Y | +191.2% | +50.6% | +140.7% | +125.9% |
| All | +521.8% | +208.6% | +313.2% | +272.8% |
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