+127.0%
BP vs IRM
+481.3%
-354.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -6.3% | -5.1% | -1.3% | -5.2% |
| 30D | -3.6% | -3.3% | -0.4% | -3.1% |
| 3M | +5.2% | -8.2% | +13.4% | +7.0% |
| 6M | +5.3% | -12.8% | +18.1% | +8.2% |
| YTD | +33.1% | +36.6% | -3.5% | +18.3% |
| 1Y | +26.3% | +11.9% | +14.4% | +19.1% |
| 3Y | +47.5% | +105.1% | -57.6% | +8.8% |
| 5Y | +106.2% | +182.4% | -76.2% | +31.1% |
| 10Y | +127.0% | +505.1% | -378.2% | +6.7% |
| All | +127.0% | +481.3% | -354.4% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling