+765.7%
IRM vs ALM
+3,798.4%
-3,032.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +4.0% |
| 7D | -3.8% | +0.7% | -4.5% | -3.8% |
| 30D | -3.2% | -26.1% | +22.9% | -3.1% |
| 3M | -7.8% | -38.1% | +30.3% | -7.7% |
| 6M | -12.7% | -55.4% | +42.7% | -12.5% |
| YTD | +36.7% | -0.4% | +37.1% | +36.7% |
| 1Y | +10.0% | +25.4% | -15.3% | +9.9% |
| 3Y | +107.2% | +907.8% | -800.5% | +105.8% |
| 5Y | +181.6% | +440.2% | -258.6% | +179.8% |
| 10Y | +481.1% | +2,031.1% | -1,550.0% | +475.9% |
| All | +765.7% | +3,798.4% | -3,032.7% | +751.4% |
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