+173.3%
IRM vs ALM
+396.4%
-223.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.8% |
| 7D | -8.6% | -6.7% | -1.9% | -8.2% |
| 30D | -8.0% | -32.9% | +24.9% | -5.7% |
| 3M | -12.0% | -39.5% | +27.5% | -9.5% |
| 6M | -18.2% | -62.0% | +43.8% | -14.2% |
| YTD | +31.4% | -7.8% | +39.2% | +31.9% |
| 1Y | +9.2% | +26.7% | -17.5% | +7.8% |
| 3Y | +94.6% | +825.4% | -730.8% | +69.8% |
| All | +173.3% | +396.4% | -223.1% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling