+629.7%
BA vs IRM
+9,658.3%
-9,028.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.8% |
| 6M | -26.7% | -12.2% | -14.5% | -24.3% |
| YTD | -19.6% | +38.6% | -58.3% | -28.7% |
| 1Y | -10.6% | +14.9% | -25.5% | -16.0% |
| 3Y | -11.2% | +108.2% | -119.4% | -32.7% |
| 5Y | -20.4% | +183.8% | -204.3% | -46.0% |
| 10Y | +26.8% | +512.6% | -485.8% | -31.9% |
| All | +629.7% | +9,658.3% | -9,028.6% | +144.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling