+13,248.7%
BN vs IRM
+9,515.1%
+3,733.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +4.3% | -5.1% | +9.4% | +5.9% |
| 30D | +14.3% | -3.3% | +17.5% | +15.2% |
| 3M | -4.1% | -8.2% | +4.1% | -1.9% |
| 6M | -9.7% | -12.8% | +3.1% | -6.3% |
| YTD | -7.1% | +36.6% | -43.8% | -16.8% |
| 1Y | -7.4% | +11.9% | -19.3% | -11.7% |
| 3Y | +102.3% | +105.1% | -2.8% | +58.6% |
| 5Y | +35.9% | +182.4% | -146.5% | -3.2% |
| 10Y | +289.2% | +505.1% | -216.0% | +119.9% |
| All | +13,248.7% | +9,515.1% | +3,733.6% | +5,383.2% |
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