+28.1%
BA vs IRM
+480.4%
-452.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -2.5% |
| 7D | -1.7% | -3.8% | +2.0% | -0.3% |
| 30D | -9.5% | -3.2% | -6.3% | -8.6% |
| 3M | -26.5% | -7.8% | -18.7% | -24.3% |
| 6M | -27.4% | -12.7% | -14.7% | -23.7% |
| YTD | -20.6% | +36.7% | -57.3% | -34.3% |
| 1Y | -11.4% | +10.0% | -21.5% | -18.4% |
| 3Y | -10.8% | +107.2% | -118.1% | -45.8% |
| 5Y | -21.9% | +181.6% | -203.5% | -62.0% |
| 10Y | +28.1% | +481.1% | -453.0% | -60.8% |
| All | +28.1% | +480.4% | -452.3% | -60.8% |
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