+12,790.5%
BLK vs IRM
+3,061.9%
+9,728.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | -2.7% | +3.0% | -5.7% | -3.8% |
| 30D | -4.8% | -5.2% | +0.5% | -2.9% |
| 3M | +6.5% | -8.0% | +14.5% | +9.5% |
| 6M | +13.1% | +9.2% | +4.0% | +8.3% |
| YTD | +1.8% | +41.0% | -39.2% | -12.2% |
| 1Y | -1.0% | +23.3% | -24.2% | -10.4% |
| 3Y | +66.0% | +102.8% | -36.9% | +20.3% |
| 5Y | +31.2% | +192.8% | -161.5% | -18.8% |
| 10Y | +278.5% | +439.6% | -161.1% | +74.6% |
| All | +12,790.5% | +3,061.9% | +9,728.6% | +3,552.6% |
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