+264.7%
BN vs IRM
+418.7%
-154.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | -3.0% | +3.0% | -6.0% | -4.5% |
| 30D | -13.0% | -5.2% | -7.8% | -10.8% |
| 3M | -15.2% | -8.0% | -7.2% | -12.2% |
| 6M | -5.9% | +9.2% | -15.1% | -11.1% |
| YTD | -15.8% | +41.0% | -56.8% | -30.7% |
| 1Y | -12.2% | +23.3% | -35.4% | -22.9% |
| 3Y | +72.2% | +102.8% | -30.6% | +13.3% |
| 5Y | +33.2% | +192.8% | -159.6% | -28.2% |
| 10Y | +264.7% | +439.6% | -175.0% | +36.5% |
| All | +264.7% | +418.7% | -154.0% | +36.5% |
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 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