-0.7%
BDX vs IRM
+192.8%
-193.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -3.6% | +3.0% | -6.6% | -4.1% |
| 30D | +0.7% | -5.2% | +5.9% | +1.5% |
| 3M | +19.0% | -8.0% | +27.0% | +20.4% |
| 6M | +10.8% | +9.2% | +1.6% | +7.7% |
| YTD | +20.1% | +41.0% | -20.9% | +10.3% |
| 1Y | +23.1% | +23.3% | -0.2% | +15.9% |
| 3Y | -8.8% | +102.8% | -111.7% | -27.5% |
| All | -0.7% | +192.8% | -193.5% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling