+439.6%
IRM vs ALLY
+178.1%
+261.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.4% |
| 7D | +3.0% | -1.9% | +5.0% | +3.6% |
| 30D | -5.2% | -4.5% | -0.7% | -4.0% |
| 3M | -8.0% | -2.8% | -5.2% | -7.4% |
| 6M | +9.2% | +10.3% | -1.2% | +5.8% |
| YTD | +41.0% | -5.7% | +46.7% | +42.4% |
| 1Y | +23.3% | +3.9% | +19.3% | +20.8% |
| 3Y | +102.8% | +64.7% | +38.1% | +69.0% |
| 5Y | +192.8% | -2.6% | +195.4% | +173.5% |
| 10Y | +439.6% | +186.0% | +253.7% | +263.0% |
| All | +439.6% | +178.1% | +261.6% | +263.0% |
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