+409.2%
IRM vs ALLE
+145.7%
+263.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -0.5% | -0.2% | -0.2% | -0.4% |
| 30D | -8.1% | -6.8% | -1.3% | -5.1% |
| 3M | -9.7% | +21.0% | -30.7% | -18.1% |
| 6M | +10.0% | +1.1% | +8.9% | +8.2% |
| YTD | +43.0% | -0.5% | +43.5% | +41.1% |
| 1Y | +32.7% | -7.3% | +39.9% | +35.4% |
| 3Y | +102.7% | +42.3% | +60.5% | +64.7% |
| 5Y | +187.6% | +13.5% | +174.1% | +155.0% |
| All | +409.2% | +145.7% | +263.5% | +233.8% |
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