+1,645.8%
BDX vs IRM
+9,897.4%
-8,251.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.3% | +1.6% | -5.9% | -4.6% |
| 30D | +1.3% | -4.2% | +5.5% | +1.9% |
| 3M | +20.2% | -5.4% | +25.6% | +21.0% |
| 6M | +8.6% | +12.0% | -3.4% | +5.9% |
| YTD | +19.0% | +42.0% | -23.1% | +11.1% |
| 1Y | +21.2% | +29.9% | -8.7% | +14.6% |
| 3Y | -9.7% | +104.4% | -114.1% | -22.2% |
| 5Y | -3.4% | +191.0% | -194.4% | -22.3% |
| 10Y | +53.9% | +417.1% | -363.2% | +8.8% |
| All | +1,645.8% | +9,897.4% | -8,251.6% | +769.2% |
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 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