+1,224.9%
IRM vs BAH
+1,056.2%
+168.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +2.0% |
| 7D | -8.6% | -3.5% | -5.1% | -7.9% |
| 30D | -8.0% | +24.3% | -32.2% | -13.0% |
| 3M | -12.0% | +16.3% | -28.3% | -15.8% |
| 6M | -18.2% | +13.6% | -31.7% | -21.8% |
| YTD | +31.4% | +3.5% | +27.9% | +27.2% |
| 1Y | +9.2% | +2.7% | +6.5% | +5.9% |
| 3Y | +94.6% | -26.6% | +121.2% | +100.8% |
| 5Y | +170.2% | +8.5% | +161.6% | +145.8% |
| 10Y | +464.3% | +225.1% | +239.2% | +288.0% |
| All | +1,224.9% | +1,056.2% | +168.6% | +571.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling