-20.4%
BA vs IRM
+186.8%
-207.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | -1.4% | -5.3% | +3.9% | +0.1% |
| 30D | -7.9% | -2.3% | -5.6% | -7.5% |
| 3M | -25.2% | -7.4% | -17.7% | -23.7% |
| 6M | -26.7% | -12.2% | -14.5% | -24.2% |
| YTD | -19.6% | +38.6% | -58.3% | -29.8% |
| 1Y | -10.6% | +14.9% | -25.5% | -16.7% |
| 3Y | -11.2% | +108.2% | -119.4% | -39.0% |
| 5Y | -20.4% | +183.8% | -204.3% | -54.3% |
| All | -20.4% | +186.8% | -207.3% | -54.3% |
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