+477.8%
BHP vs IRM
+430.1%
+47.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.3% | -4.6% |
| 7D | -3.7% | -1.8% | -1.9% | -3.1% |
| 30D | -0.8% | -7.8% | +6.9% | +1.8% |
| 3M | +7.6% | -7.9% | +15.5% | +10.3% |
| 6M | +20.8% | +6.3% | +14.5% | +17.5% |
| YTD | +50.8% | +38.2% | +12.6% | +32.9% |
| 1Y | +70.9% | +19.8% | +51.1% | +57.8% |
| 3Y | +78.0% | +98.8% | -20.8% | +29.9% |
| 5Y | +113.1% | +191.8% | -78.7% | +30.8% |
| All | +477.8% | +430.1% | +47.7% | +163.2% |
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