+622.5%
BP vs IRM
+9,145.3%
-8,522.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.6% |
| 7D | -11.6% | -8.6% | -3.0% | -9.9% |
| 30D | 0.0% | -8.0% | +8.0% | +1.7% |
| 3M | +6.7% | -12.0% | +18.7% | +9.4% |
| 6M | +2.2% | -18.2% | +20.3% | +6.1% |
| YTD | +33.0% | +31.4% | +1.6% | +22.3% |
| 1Y | +30.7% | +9.2% | +21.6% | +25.6% |
| 3Y | +44.2% | +94.6% | -50.4% | +17.5% |
| 5Y | +105.1% | +170.2% | -65.0% | +51.5% |
| 10Y | +133.5% | +464.3% | -330.8% | +40.8% |
| All | +622.5% | +9,145.3% | -8,522.8% | +213.4% |
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