+11.9%
IRM vs BAH
+2.9%
+9.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -5.1% | +0.5% | -5.5% | -5.1% |
| 30D | -3.3% | +18.2% | -21.5% | -3.9% |
| 3M | -8.2% | +13.1% | -21.2% | -8.5% |
| 6M | -12.8% | +15.2% | -28.0% | -13.1% |
| YTD | +36.6% | +6.0% | +30.6% | +33.8% |
| 1Y | +11.9% | +3.1% | +8.8% | +10.4% |
| All | +11.9% | +2.9% | +9.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling