+532.4%
BAC vs IRM
+9,145.3%
-8,613.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -1.2% | -8.6% | +7.4% | +2.0% |
| 30D | -7.7% | -8.0% | +0.3% | -5.0% |
| 3M | -21.2% | -12.0% | -9.2% | -17.8% |
| 6M | -6.8% | -18.2% | +11.3% | -0.6% |
| YTD | -8.7% | +31.4% | -40.1% | -19.2% |
| 1Y | -5.3% | +9.2% | -14.5% | -10.5% |
| 3Y | +87.4% | +94.6% | -7.1% | +38.5% |
| 5Y | +18.9% | +170.2% | -151.2% | -24.0% |
| 10Y | +273.3% | +464.3% | -191.0% | +73.5% |
| All | +532.4% | +9,145.3% | -8,613.0% | +74.8% |
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