+32.7%
IRM vs BB
+105.3%
-72.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.5% | -5.6% | +5.2% | +0.3% |
| 30D | -8.1% | -11.8% | +3.7% | -6.7% |
| 3M | -9.7% | -25.5% | +15.9% | -7.0% |
| 6M | +10.0% | +121.3% | -111.3% | -4.5% |
| YTD | +43.0% | +103.2% | -60.2% | +25.1% |
| 1Y | +32.7% | +102.6% | -70.0% | +19.7% |
| All | +32.7% | +105.3% | -72.7% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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