+251.7%
BAC vs IRM
+480.4%
-228.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +0.7% |
| 7D | +2.0% | -3.8% | +5.7% | +3.3% |
| 30D | -6.9% | -3.2% | -3.7% | -6.0% |
| 3M | -19.6% | -7.8% | -11.8% | -17.5% |
| 6M | -0.5% | -12.7% | +12.2% | +3.9% |
| YTD | -6.6% | +36.7% | -43.3% | -19.5% |
| 1Y | -3.0% | +10.0% | -13.0% | -8.9% |
| 3Y | +97.3% | +107.2% | -9.9% | +34.9% |
| 5Y | +21.9% | +181.6% | -159.7% | -29.3% |
| 10Y | +251.7% | +481.1% | -229.5% | +48.6% |
| All | +251.7% | +480.4% | -228.8% | +48.6% |
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