+790.5%
BKNG vs IRM
+3,367.8%
-2,577.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.6% |
| 7D | -13.1% | +3.0% | -16.1% | -14.0% |
| 30D | -18.5% | -5.2% | -13.3% | -17.2% |
| 3M | +5.8% | -8.0% | +13.8% | +8.1% |
| 6M | -2.1% | +9.2% | -11.3% | -6.4% |
| YTD | -18.6% | +41.0% | -59.6% | -29.5% |
| 1Y | -21.7% | +23.3% | -44.9% | -29.1% |
| 3Y | +40.9% | +102.8% | -62.0% | +4.0% |
| 5Y | +91.0% | +192.8% | -101.8% | +21.2% |
| 10Y | +213.2% | +439.6% | -226.5% | +50.4% |
| All | +790.5% | +3,367.8% | -2,577.4% | +130.3% |
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