+102.6%
IRM vs ALM
+2,118.4%
-2,015.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.7% |
| 7D | -0.5% | -2.6% | +2.1% | -0.3% |
| 30D | -8.1% | +32.0% | -40.1% | -9.6% |
| 3M | -9.7% | -15.0% | +5.4% | -9.5% |
| 6M | +10.0% | -10.1% | +20.1% | +9.5% |
| YTD | +43.0% | +99.4% | -56.4% | +38.3% |
| 1Y | +32.7% | +316.4% | -283.7% | +24.6% |
| All | +102.6% | +2,118.4% | -2,015.8% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling