+113.4%
IRM vs ALLY
+64.0%
+49.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +8.6% | -2.1% | +10.7% | +9.2% |
| 30D | 0.0% | +2.0% | -2.0% | -0.5% |
| 3M | -7.1% | -13.3% | +6.2% | -3.7% |
| 6M | -7.9% | -9.9% | +2.0% | -5.5% |
| YTD | +41.3% | -13.5% | +54.8% | +46.0% |
| 1Y | +20.7% | -2.8% | +23.5% | +20.9% |
| All | +113.4% | +64.0% | +49.4% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling