+66.0%
BHP vs IRM
+34.4%
+31.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | +1.2% | -8.1% | +9.2% | +3.3% |
| 3M | +1.8% | -9.7% | +11.5% | +4.2% |
| 6M | +18.0% | +10.0% | +8.0% | +14.9% |
| YTD | +52.7% | +43.0% | +9.7% | +44.1% |
| 1Y | +66.0% | +32.7% | +33.3% | +58.8% |
| All | +66.0% | +34.4% | +31.6% | +58.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling