+675.5%
BE vs IRM
+383.4%
+292.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.1% | +7.8% | +8.7% |
| 7D | -1.2% | -3.8% | +2.6% | +2.8% |
| 30D | -30.9% | -3.2% | -27.7% | -28.0% |
| 3M | -11.6% | -7.8% | -3.8% | -4.1% |
| 6M | -25.7% | -12.7% | -13.0% | -15.4% |
| YTD | +123.1% | +36.7% | +86.4% | +80.5% |
| 1Y | +43.4% | +10.0% | +33.3% | +38.4% |
| 3Y | +1,683.6% | +107.2% | +1,576.4% | +1,008.5% |
| 5Y | +465.4% | +181.6% | +283.9% | +196.8% |
| All | +675.5% | +383.4% | +292.1% | +179.5% |
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