-9.0%
BDX vs IRM
+102.2%
-111.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -3.6% | +3.0% | -6.6% | -3.9% |
| 30D | +0.7% | -5.2% | +5.9% | +1.2% |
| 3M | +19.0% | -8.0% | +27.0% | +19.8% |
| 6M | +10.8% | +9.2% | +1.6% | +8.2% |
| YTD | +20.1% | +41.0% | -20.9% | +12.6% |
| 1Y | +23.1% | +23.3% | -0.2% | +17.4% |
| All | -9.0% | +102.2% | -111.2% | -26.9% |
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 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