+23.3%
BA vs IRM
+520.0%
-496.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | -1.1% | +6.8% | -7.9% | -4.3% |
| 30D | -7.1% | +2.6% | -9.7% | -8.8% |
| 3M | -25.5% | -9.5% | -16.1% | -22.6% |
| 6M | -28.7% | -8.5% | -20.2% | -26.8% |
| YTD | -21.0% | +40.3% | -61.3% | -35.5% |
| 1Y | -11.9% | +28.7% | -40.5% | -25.0% |
| 3Y | -16.2% | +111.8% | -128.0% | -49.6% |
| 5Y | -22.4% | +189.1% | -211.5% | -62.9% |
| All | +23.3% | +520.0% | -496.7% | -63.6% |
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