+505.1%
IRM vs BAH
+210.6%
+294.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -5.1% | +0.5% | -5.5% | -5.2% |
| 30D | -3.3% | +18.2% | -21.5% | -7.5% |
| 3M | -8.2% | +13.1% | -21.2% | -11.5% |
| 6M | -12.8% | +15.2% | -28.0% | -17.1% |
| YTD | +36.6% | +6.0% | +30.6% | +31.3% |
| 1Y | +11.9% | +3.1% | +8.8% | +8.4% |
| 3Y | +105.1% | -26.2% | +131.3% | +112.2% |
| 5Y | +182.4% | +9.3% | +173.1% | +148.6% |
| 10Y | +505.1% | +212.3% | +292.9% | +293.4% |
| All | +505.1% | +210.6% | +294.5% | +293.4% |
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