+765.2%
IRM vs ALM
+3,516.3%
-2,751.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.2% | 0.0% |
| 7D | -5.1% | -6.3% | +1.3% | -5.0% |
| 30D | -3.3% | -31.4% | +28.2% | -3.1% |
| 3M | -8.2% | -40.6% | +32.4% | -8.0% |
| 6M | -12.8% | -58.6% | +45.9% | -12.5% |
| YTD | +36.6% | -7.6% | +44.2% | +36.6% |
| 1Y | +11.9% | +13.8% | -1.9% | +11.8% |
| 3Y | +105.1% | +842.1% | -737.0% | +103.8% |
| 5Y | +182.4% | +407.4% | -225.0% | +180.7% |
| 10Y | +505.1% | +2,079.4% | -1,574.2% | +499.8% |
| All | +765.2% | +3,516.3% | -2,751.2% | +751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling