+102.6%
IRM vs BAH
-32.4%
+135.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | -0.5% | -3.2% | +2.8% | 0.0% |
| 30D | -8.1% | +2.0% | -10.1% | -8.5% |
| 3M | -9.7% | -7.6% | -2.0% | -8.7% |
| 6M | +10.0% | -5.7% | +15.7% | +10.3% |
| YTD | +43.0% | -11.7% | +54.7% | +44.4% |
| 1Y | +32.7% | -27.4% | +60.0% | +38.6% |
| All | +102.6% | -32.4% | +135.0% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling