+26.6%
BA vs IRM
+481.3%
-454.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | 0.0% | -5.1% | +5.1% | +2.2% |
| 30D | -8.9% | -3.3% | -5.7% | -8.0% |
| 3M | -25.5% | -8.2% | -17.4% | -23.2% |
| 6M | -27.0% | -12.8% | -14.2% | -23.2% |
| YTD | -20.1% | +36.6% | -56.8% | -33.9% |
| 1Y | -11.0% | +11.9% | -22.9% | -18.8% |
| 3Y | -11.8% | +105.1% | -117.0% | -46.2% |
| 5Y | -20.6% | +182.4% | -203.0% | -61.6% |
| 10Y | +26.6% | +505.1% | -478.5% | -62.2% |
| All | +26.6% | +481.3% | -454.7% | -62.2% |
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