+439.6%
IRM vs BAH
+186.6%
+253.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +3.0% | -1.3% | +4.3% | +3.4% |
| 30D | -5.2% | -6.6% | +1.4% | -3.6% |
| 3M | -8.0% | -7.2% | -0.9% | -6.8% |
| 6M | +9.2% | -10.0% | +19.1% | +11.0% |
| YTD | +41.0% | -12.5% | +53.4% | +43.1% |
| 1Y | +23.3% | -27.9% | +51.2% | +31.9% |
| 3Y | +102.8% | -31.4% | +134.2% | +112.1% |
| 5Y | +192.8% | -3.2% | +196.0% | +165.2% |
| 10Y | +439.6% | +191.5% | +248.2% | +265.3% |
| All | +439.6% | +186.6% | +253.0% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BAH 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling