+35.8%
BN vs IRM
+192.5%
-156.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | -1.2% | +1.6% | -2.8% | -2.0% |
| 30D | -10.9% | -4.2% | -6.7% | -9.2% |
| 3M | -11.1% | -5.4% | -5.7% | -9.2% |
| 6M | -4.4% | +12.0% | -16.4% | -11.3% |
| YTD | -14.1% | +42.0% | -56.2% | -30.6% |
| 1Y | -11.1% | +29.9% | -40.9% | -24.9% |
| 3Y | +75.6% | +104.4% | -28.8% | +7.5% |
| 5Y | +35.8% | +191.0% | -155.2% | -30.6% |
| All | +35.8% | +192.5% | -156.7% | -30.6% |
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 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