+104.2%
BN vs IRM
+104.5%
-0.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.1% | -0.2% | +2.0% |
| 7D | +3.6% | -3.8% | +7.4% | +5.2% |
| 30D | +15.9% | -3.2% | +19.0% | +17.1% |
| 3M | -2.3% | -7.8% | +5.5% | +0.6% |
| 6M | -8.4% | -12.7% | +4.3% | -3.6% |
| YTD | -5.9% | +36.7% | -42.6% | -21.5% |
| 1Y | -5.6% | +10.0% | -15.6% | -12.0% |
| 3Y | +104.2% | +107.2% | -3.0% | +7.4% |
| All | +104.2% | +104.5% | -0.2% | +7.4% |
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 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