+191.0%
IRM vs BB
-27.1%
+218.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | -4.2% | -12.4% | +8.2% | -2.4% |
| 3M | -5.4% | -15.3% | +9.9% | -4.0% |
| 6M | +12.0% | +128.8% | -116.8% | -3.5% |
| YTD | +42.0% | +107.7% | -65.6% | +24.1% |
| 1Y | +29.9% | +103.9% | -74.0% | +13.1% |
| 3Y | +104.4% | +72.6% | +31.8% | +75.7% |
| 5Y | +191.0% | -24.3% | +215.3% | +175.0% |
| All | +191.0% | -27.1% | +218.1% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling