+512.6%
IRM vs ALLY
+182.4%
+330.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | -5.3% | -2.8% | -2.5% | -4.4% |
| 30D | -2.3% | +1.9% | -4.2% | -2.9% |
| 3M | -7.4% | -12.1% | +4.7% | -4.0% |
| 6M | -12.2% | -9.0% | -3.2% | -10.0% |
| YTD | +38.6% | -12.9% | +51.6% | +43.2% |
| 1Y | +14.9% | -0.1% | +15.0% | +14.0% |
| 3Y | +108.2% | +64.6% | +43.6% | +73.2% |
| 5Y | +183.8% | -10.1% | +193.9% | +171.6% |
| 10Y | +512.6% | +176.7% | +335.9% | +300.7% |
| All | +512.6% | +182.4% | +330.2% | +300.7% |
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