+85.6%
BEN vs IRM
+105.2%
-19.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +12.1% | -5.1% | +17.2% | +14.0% |
| 30D | +13.4% | -3.3% | +16.7% | +14.6% |
| 3M | +9.4% | -8.2% | +17.5% | +12.1% |
| 6M | +19.3% | -12.8% | +32.0% | +24.0% |
| YTD | +57.3% | +36.6% | +20.6% | +41.1% |
| 1Y | +69.1% | +11.9% | +57.2% | +61.5% |
| 3Y | +85.6% | +105.1% | -19.5% | +2.3% |
| All | +85.6% | +105.2% | -19.6% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling