+23.3%
IRM vs BAH
-26.7%
+50.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +3.0% | -1.3% | +4.3% | +3.1% |
| 30D | -5.2% | -6.6% | +1.4% | -4.9% |
| 3M | -8.0% | -7.2% | -0.9% | -7.5% |
| 6M | +9.2% | -10.0% | +19.1% | +10.0% |
| YTD | +41.0% | -12.5% | +53.4% | +41.9% |
| 1Y | +23.3% | -27.9% | +51.2% | +21.0% |
| All | +23.3% | -26.7% | +50.0% | +21.0% |
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