+23.4%
BA vs IRM
+524.5%
-501.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.6% |
| 7D | -0.6% | +8.6% | -9.2% | -4.5% |
| 30D | -8.0% | 0.0% | -8.0% | -8.6% |
| 3M | -25.8% | -7.1% | -18.7% | -23.9% |
| 6M | -27.6% | -7.9% | -19.7% | -25.8% |
| YTD | -21.0% | +41.3% | -62.3% | -35.7% |
| 1Y | -12.3% | +20.7% | -33.0% | -22.9% |
| 3Y | -12.8% | +112.2% | -124.9% | -47.6% |
| 5Y | -22.4% | +191.2% | -213.6% | -63.0% |
| All | +23.4% | +524.5% | -501.2% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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