+40.6%
BBY vs IRM
+98.2%
-57.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.7% |
| 7D | +0.7% | -1.8% | +2.5% | +1.3% |
| 30D | +5.8% | -7.8% | +13.5% | +8.3% |
| 3M | +18.0% | -7.9% | +25.9% | +20.5% |
| 6M | +39.8% | +6.3% | +33.5% | +35.3% |
| YTD | +35.4% | +38.2% | -2.8% | +17.6% |
| 1Y | +21.4% | +19.8% | +1.6% | +10.8% |
| All | +40.6% | +98.2% | -57.5% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling