+481.1%
IRM vs ALLY
+201.0%
+280.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.1% | +3.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.7% |
| 30D | -3.2% | +3.4% | -6.6% | -4.1% |
| 3M | -7.8% | -11.1% | +3.3% | -4.7% |
| 6M | -12.7% | -11.5% | -1.2% | -9.8% |
| YTD | +36.7% | -12.3% | +49.0% | +40.9% |
| 1Y | +10.0% | +1.1% | +8.9% | +8.8% |
| 3Y | +107.2% | +64.8% | +42.4% | +72.6% |
| 5Y | +181.6% | -6.9% | +188.4% | +166.7% |
| 10Y | +481.1% | +194.9% | +286.2% | +316.7% |
| All | +481.1% | +201.0% | +280.1% | +316.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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