+104.4%
IRM vs BB
+68.2%
+36.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | -4.2% | -12.4% | +8.2% | -2.8% |
| 3M | -5.4% | -15.3% | +9.9% | -4.2% |
| 6M | +12.0% | +128.8% | -116.8% | 0.0% |
| YTD | +42.0% | +107.7% | -65.6% | +28.0% |
| 1Y | +29.9% | +103.9% | -74.0% | +16.9% |
| 3Y | +104.4% | +72.6% | +31.8% | +79.2% |
| All | +104.4% | +68.2% | +36.2% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling