+65.9%
BLK vs IRM
+102.2%
-36.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | -3.3% | -1.4% | -1.9% | -2.8% |
| 30D | -6.5% | -7.4% | +0.9% | -4.3% |
| 3M | +6.7% | -7.4% | +14.1% | +9.0% |
| 6M | +14.7% | +8.7% | +6.1% | +10.3% |
| YTD | +2.5% | +40.9% | -38.4% | -10.4% |
| 1Y | -2.8% | +20.5% | -23.3% | -10.5% |
| 3Y | +65.9% | +101.7% | -35.8% | +8.1% |
| All | +65.9% | +102.2% | -36.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling