+12,570.5%
BN vs IRM
+9,964.6%
+2,605.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | -9.5% | -8.1% | -1.4% | -7.2% |
| 3M | -10.4% | -9.7% | -0.7% | -7.8% |
| 6M | -6.4% | +10.0% | -16.4% | -9.6% |
| YTD | -11.9% | +43.0% | -54.9% | -22.0% |
| 1Y | -8.6% | +32.7% | -41.3% | -17.4% |
| 3Y | +77.6% | +102.7% | -25.2% | +40.1% |
| 5Y | +37.0% | +187.6% | -150.5% | -2.9% |
| 10Y | +266.4% | +420.1% | -153.7% | +114.5% |
| All | +12,570.5% | +9,964.6% | +2,605.9% | +5,043.2% |
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