+610.9%
BP vs IRM
+9,964.6%
-9,353.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | +3.9% | -0.5% | +4.4% | +4.0% |
| 30D | +7.6% | -8.1% | +15.7% | +9.6% |
| 3M | +0.7% | -9.7% | +10.4% | +2.7% |
| 6M | +15.5% | +10.0% | +5.5% | +11.9% |
| YTD | +30.8% | +43.0% | -12.2% | +18.5% |
| 1Y | +34.3% | +32.7% | +1.6% | +23.4% |
| 3Y | +35.1% | +102.7% | -67.7% | +9.3% |
| 5Y | +126.8% | +187.6% | -60.7% | +65.5% |
| 10Y | +123.4% | +420.1% | -296.8% | +37.3% |
| All | +610.9% | +9,964.6% | -9,353.7% | +203.5% |
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