+91.7%
BKNG vs IRM
+191.5%
-99.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.0% |
| 7D | -10.7% | -1.8% | -8.9% | -10.2% |
| 30D | -18.1% | -7.8% | -10.4% | -16.6% |
| 3M | +8.5% | -7.9% | +16.4% | +10.2% |
| 6M | -0.1% | +6.3% | -6.4% | -3.4% |
| YTD | -18.2% | +38.2% | -56.4% | -27.8% |
| 1Y | -19.9% | +19.8% | -39.7% | -26.2% |
| 3Y | +41.6% | +98.8% | -57.2% | +5.8% |
| All | +91.7% | +191.5% | -99.8% | +28.9% |
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