+360.5%
BE vs IRM
+34.4%
+326.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.7% | +5.6% |
| 7D | +20.0% | -0.5% | +20.4% | +20.7% |
| 30D | +7.9% | -8.1% | +16.0% | +17.9% |
| 3M | -13.2% | -9.7% | -3.5% | -3.8% |
| 6M | +53.5% | +10.0% | +43.5% | +41.8% |
| YTD | +191.0% | +43.0% | +148.0% | +97.4% |
| 1Y | +360.5% | +32.7% | +327.8% | +238.7% |
| All | +360.5% | +34.4% | +326.1% | +238.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling