+625.0%
BA vs IRM
+9,145.3%
-8,520.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | +1.1% | -8.6% | +9.7% | +3.8% |
| 30D | -7.9% | -8.0% | +0.1% | -5.8% |
| 3M | -25.3% | -12.0% | -13.3% | -22.7% |
| 6M | -24.6% | -18.2% | -6.4% | -20.4% |
| YTD | -20.1% | +31.4% | -51.5% | -27.9% |
| 1Y | -11.8% | +9.2% | -20.9% | -15.7% |
| 3Y | -10.1% | +94.6% | -104.7% | -30.3% |
| 5Y | -22.7% | +170.2% | -192.9% | -46.7% |
| 10Y | +35.1% | +464.3% | -429.2% | -25.7% |
| All | +625.0% | +9,145.3% | -8,520.4% | +146.9% |
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