+53.9%
BEN vs IRM
+441.0%
-387.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +3.4% | +3.0% | +0.3% | +2.0% |
| 30D | +1.8% | -5.2% | +7.0% | +4.1% |
| 3M | +8.4% | -8.0% | +16.4% | +12.0% |
| 6M | +35.6% | +9.2% | +26.5% | +29.2% |
| YTD | +46.4% | +41.0% | +5.4% | +23.3% |
| 1Y | +46.3% | +23.3% | +23.1% | +30.2% |
| 3Y | +54.6% | +102.8% | -48.2% | +2.8% |
| 5Y | +39.4% | +192.8% | -153.4% | -23.8% |
| All | +53.9% | +441.0% | -387.1% | -39.8% |
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