+451.1%
BKR vs IRM
+9,623.5%
-9,172.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.0% | -4.6% | -6.1% |
| 7D | -6.7% | -1.8% | -4.9% | -6.1% |
| 30D | -8.3% | -7.8% | -0.6% | -6.2% |
| 3M | -5.4% | -7.9% | +2.5% | -3.4% |
| 6M | +0.8% | +6.3% | -5.5% | -1.8% |
| YTD | +31.8% | +38.2% | -6.3% | +18.2% |
| 1Y | +28.6% | +19.8% | +8.8% | +19.8% |
| 3Y | +71.2% | +98.8% | -27.5% | +34.0% |
| 5Y | +179.2% | +191.8% | -12.5% | +91.8% |
| 10Y | +124.0% | +428.8% | -304.8% | +26.3% |
| All | +451.1% | +9,623.5% | -9,172.4% | +119.6% |
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