-14.4%
BN vs IRM
+20.9%
-35.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -5.9% | -1.8% | -4.1% | -5.2% |
| 30D | -15.1% | -7.8% | -7.3% | -12.7% |
| 3M | -14.6% | -7.9% | -6.7% | -12.5% |
| 6M | -8.4% | +6.3% | -14.8% | -12.1% |
| YTD | -16.8% | +38.2% | -55.0% | -27.9% |
| 1Y | -14.4% | +19.8% | -34.2% | -21.4% |
| All | -14.4% | +20.9% | -35.3% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling