+977.1%
BE vs IRM
+398.6%
+578.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.3% |
| 7D | +23.9% | +3.0% | +20.9% | +21.3% |
| 30D | +27.8% | -5.2% | +33.1% | +33.4% |
| 3M | +3.7% | -8.0% | +11.8% | +10.7% |
| 6M | +78.0% | +9.2% | +68.8% | +68.7% |
| YTD | +209.9% | +41.0% | +168.9% | +140.5% |
| 1Y | +389.6% | +23.3% | +366.3% | +325.2% |
| 3Y | +1,730.6% | +102.8% | +1,627.8% | +1,033.7% |
| 5Y | +1,227.8% | +192.8% | +1,035.0% | +565.1% |
| All | +977.1% | +398.6% | +578.6% | +272.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling