+1,342.3%
IRM vs BAH
+886.2%
+456.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.0% |
| 7D | -0.5% | -3.2% | +2.8% | +0.4% |
| 30D | -8.1% | +2.0% | -10.1% | -8.7% |
| 3M | -9.7% | -7.6% | -2.0% | -8.4% |
| 6M | +10.0% | -5.7% | +15.7% | +10.3% |
| YTD | +43.0% | -11.7% | +54.7% | +44.7% |
| 1Y | +32.7% | -27.4% | +60.0% | +40.9% |
| 3Y | +102.7% | -32.5% | +135.3% | +113.8% |
| 5Y | +187.6% | -3.3% | +190.9% | +169.5% |
| 10Y | +420.1% | +186.0% | +234.1% | +271.0% |
| All | +1,342.3% | +886.2% | +456.0% | +663.6% |
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