+2,701.5%
BHP vs IRM
+9,772.9%
-7,071.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -0.5% | +6.8% | -7.3% | -2.7% |
| 30D | -4.5% | +2.6% | -7.1% | -5.6% |
| 3M | -6.9% | -9.5% | +2.6% | -4.2% |
| 6M | -10.6% | -8.5% | -2.1% | -8.4% |
| YTD | +37.2% | +40.3% | -3.1% | +21.1% |
| 1Y | +48.0% | +28.7% | +19.3% | +34.3% |
| 3Y | +52.6% | +111.8% | -59.3% | +13.6% |
| 5Y | +116.5% | +189.1% | -72.6% | +42.8% |
| 10Y | +334.9% | +519.8% | -184.9% | +113.5% |
| All | +2,701.5% | +9,772.9% | -7,071.4% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling