+20.7%
IRM vs BAH
+3.0%
+17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | +8.6% | -2.6% | +11.2% | +8.7% |
| 30D | 0.0% | +20.4% | -20.4% | -0.7% |
| 3M | -7.1% | +11.9% | -19.0% | -7.3% |
| 6M | -7.9% | +17.1% | -25.0% | -8.4% |
| YTD | +41.3% | +5.5% | +35.8% | +38.7% |
| 1Y | +20.7% | +5.6% | +15.1% | +17.2% |
| All | +20.7% | +3.0% | +17.7% | +17.2% |
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 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