+8,777.3%
BBY vs IRM
+9,897.4%
-1,120.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | +8.1% | +1.6% | +6.5% | +7.5% |
| 30D | +8.9% | -4.2% | +13.1% | +10.3% |
| 3M | +22.0% | -5.4% | +27.4% | +23.7% |
| 6M | +37.8% | +12.0% | +25.8% | +31.6% |
| YTD | +37.3% | +42.0% | -4.7% | +20.6% |
| 1Y | +21.6% | +29.9% | -8.3% | +9.4% |
| 3Y | +41.5% | +104.4% | -62.9% | +8.2% |
| 5Y | +1.2% | +191.0% | -189.8% | -31.4% |
| 10Y | +237.8% | +417.1% | -179.3% | +84.2% |
| All | +8,777.3% | +9,897.4% | -1,120.1% | +2,722.4% |
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