+449.9%
IRM vs ALLY
+189.4%
+260.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | -8.6% | +0.9% | -9.5% | -8.8% |
| 30D | -8.0% | +3.1% | -11.1% | -8.8% |
| 3M | -12.0% | -12.6% | +0.6% | -8.6% |
| 6M | -18.2% | -12.4% | -5.7% | -15.2% |
| YTD | +31.4% | -13.2% | +44.5% | +35.8% |
| 1Y | +9.2% | +1.8% | +7.3% | +7.8% |
| 3Y | +94.6% | +58.0% | +36.6% | +64.2% |
| 5Y | +170.2% | -8.4% | +178.6% | +157.2% |
| All | +449.9% | +189.4% | +260.5% | +299.1% |
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