+33.0%
BLK vs IRM
+197.3%
-164.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.8% |
| 7D | -3.3% | -1.4% | -1.9% | -2.7% |
| 30D | -6.5% | -7.4% | +0.9% | -3.8% |
| 3M | +6.7% | -7.4% | +14.1% | +9.4% |
| 6M | +14.7% | +8.7% | +6.1% | +9.6% |
| YTD | +2.5% | +40.9% | -38.4% | -12.7% |
| 1Y | -2.8% | +20.5% | -23.3% | -11.9% |
| 3Y | +65.9% | +101.7% | -35.8% | +10.7% |
| All | +33.0% | +197.3% | -164.3% | -27.5% |
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