+120.2%
BKR vs IRM
+440.8%
-320.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.4% |
| 7D | -7.0% | -1.4% | -5.6% | -6.4% |
| 30D | -8.1% | -7.4% | -0.7% | -5.3% |
| 3M | -6.6% | -7.4% | +0.7% | -4.1% |
| 6M | +0.9% | +8.7% | -7.8% | -3.8% |
| YTD | +31.1% | +40.9% | -9.9% | +11.2% |
| 1Y | +27.7% | +20.5% | +7.2% | +15.0% |
| 3Y | +71.2% | +101.7% | -30.5% | +16.0% |
| 5Y | +177.6% | +197.7% | -20.0% | +51.2% |
| All | +120.2% | +440.8% | -320.6% | -15.8% |
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