+126.6%
BHP vs IRM
+190.5%
-63.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +0.9% | +3.0% | -2.1% | -0.1% |
| 30D | +4.0% | -5.2% | +9.2% | +5.5% |
| 3M | +11.3% | -8.0% | +19.3% | +13.7% |
| 6M | +29.3% | +9.2% | +20.2% | +25.2% |
| YTD | +59.2% | +41.0% | +18.2% | +42.1% |
| 1Y | +80.8% | +23.3% | +57.6% | +67.5% |
| 3Y | +88.0% | +102.8% | -14.9% | +38.2% |
| 5Y | +126.6% | +192.8% | -66.1% | +45.1% |
| All | +126.6% | +190.5% | -63.8% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling