+1,008.9%
BE vs IRM
+402.3%
+606.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +10.1% |
| 7D | +29.8% | +1.6% | +28.1% | +28.3% |
| 30D | +26.4% | -4.2% | +30.6% | +30.8% |
| 3M | +9.3% | -5.4% | +14.7% | +14.2% |
| 6M | +105.1% | +12.0% | +93.0% | +90.9% |
| YTD | +219.0% | +42.0% | +177.0% | +146.2% |
| 1Y | +418.8% | +29.9% | +388.9% | +333.4% |
| 3Y | +1,784.6% | +104.4% | +1,680.2% | +1,060.4% |
| 5Y | +1,251.0% | +191.0% | +1,060.0% | +577.5% |
| All | +1,008.9% | +402.3% | +606.6% | +281.1% |
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