+11.9%
IRM vs ALLE
+14.8%
-2.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -5.1% | +0.1% | -5.1% | -5.0% |
| 30D | -3.3% | +25.9% | -29.2% | -6.5% |
| 3M | -8.2% | +14.9% | -23.0% | -9.6% |
| 6M | -12.8% | +42.1% | -54.9% | -18.5% |
| YTD | +36.6% | +20.4% | +16.2% | +29.9% |
| 1Y | +11.9% | +14.9% | -3.0% | +11.5% |
| All | +11.9% | +14.8% | -2.9% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling