+289.9%
BNY vs IRM
+102.2%
+187.7%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | -0.2% | -7.4% | +7.2% | +1.6% |
| 3M | +14.9% | -7.4% | +22.3% | +16.8% |
| 6M | +40.0% | +8.7% | +31.3% | +36.3% |
| YTD | +42.0% | +40.9% | +1.0% | +28.5% |
| 1Y | +56.9% | +20.5% | +36.3% | +47.6% |
| 3Y | +289.9% | +101.7% | +188.2% | +183.3% |
| All | +289.9% | +102.2% | +187.7% | +183.3% |
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