+2,324.0%
BNY vs IRM
+9,823.4%
-7,499.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.3% | +3.0% | -2.7% | -0.7% |
| 30D | +1.9% | -5.2% | +7.1% | +3.7% |
| 3M | +13.9% | -8.0% | +21.9% | +16.8% |
| 6M | +42.3% | +9.2% | +33.2% | +36.9% |
| YTD | +41.8% | +41.0% | +0.9% | +24.1% |
| 1Y | +57.9% | +23.3% | +34.7% | +44.1% |
| 3Y | +290.7% | +102.8% | +187.9% | +191.4% |
| 5Y | +252.3% | +192.8% | +59.5% | +126.3% |
| 10Y | +412.8% | +439.6% | -26.8% | +151.1% |
| All | +2,324.0% | +9,823.4% | -7,499.3% | +500.1% |
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