+443.7%
IRM vs BAH
+186.3%
+257.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | +1.6% | -4.3% | +6.0% | +2.8% |
| 30D | -4.2% | -4.5% | +0.3% | -3.2% |
| 3M | -5.4% | -7.6% | +2.2% | -3.9% |
| 6M | +12.0% | -10.6% | +22.6% | +14.1% |
| YTD | +42.0% | -12.6% | +54.6% | +44.2% |
| 1Y | +29.9% | -27.0% | +56.9% | +38.5% |
| 3Y | +104.4% | -31.5% | +135.8% | +113.8% |
| 5Y | +191.0% | -3.8% | +194.8% | +164.1% |
| All | +443.7% | +186.3% | +257.4% | +268.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling