+521.8%
IRM vs ALM
+1,942.8%
-1,421.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.2% |
| 7D | +8.6% | -4.0% | +12.6% | +8.8% |
| 30D | 0.0% | -30.5% | +30.5% | +1.4% |
| 3M | -7.1% | -46.9% | +39.8% | -5.0% |
| 6M | -7.9% | -65.5% | +57.6% | -4.7% |
| YTD | +41.3% | -13.4% | +54.7% | +41.8% |
| 1Y | +20.7% | +9.8% | +11.0% | +20.2% |
| 3Y | +112.2% | +783.1% | -670.9% | +96.4% |
| 5Y | +191.2% | +378.3% | -187.1% | +170.9% |
| All | +521.8% | +1,942.8% | -1,421.1% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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