+51.8%
BEN vs IRM
+430.1%
-378.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | +0.3% | -1.8% | +2.1% | +1.2% |
| 30D | +0.9% | -7.8% | +8.7% | +4.4% |
| 3M | +9.2% | -7.9% | +17.0% | +12.7% |
| 6M | +36.8% | +6.3% | +30.4% | +31.9% |
| YTD | +44.4% | +38.2% | +6.2% | +22.8% |
| 1Y | +45.8% | +19.8% | +26.0% | +31.4% |
| 3Y | +52.5% | +98.8% | -46.2% | +2.3% |
| 5Y | +37.7% | +191.8% | -154.1% | -24.7% |
| All | +51.8% | +430.1% | -378.3% | -40.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling