-0.9%
BA vs IRM
+189.3%
-190.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +1.2% | -0.5% | +1.6% | +1.3% |
| 30D | -11.6% | -8.1% | -3.6% | -9.2% |
| 3M | -2.4% | -9.7% | +7.3% | +0.6% |
| 6M | -6.6% | +10.0% | -16.6% | -10.6% |
| YTD | -2.2% | +43.0% | -45.2% | -15.1% |
| 1Y | -8.0% | +32.7% | -40.7% | -18.6% |
| 3Y | -5.0% | +102.7% | -107.7% | -33.2% |
| All | -0.9% | +189.3% | -190.3% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling