+763.2%
IRM vs ALLE
+260.9%
+502.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -9.7% | +21.0% | -30.7% | -17.7% |
| 6M | +10.0% | +1.1% | +8.9% | +8.3% |
| YTD | +43.0% | -0.5% | +43.5% | +41.2% |
| 1Y | +32.7% | -7.3% | +39.9% | +35.2% |
| 3Y | +102.7% | +42.3% | +60.5% | +67.0% |
| 5Y | +187.6% | +13.5% | +174.1% | +156.8% |
| 10Y | +420.1% | +144.0% | +276.1% | +238.7% |
| All | +763.2% | +260.9% | +502.3% | +401.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling