+3,247.2%
IRM vs BB
+325.0%
+2,922.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.2% |
| 7D | +8.6% | +9.0% | -0.4% | +7.6% |
| 30D | 0.0% | +7.7% | -7.7% | -0.9% |
| 3M | -7.1% | +4.0% | -11.1% | -7.8% |
| 6M | -7.9% | +46.6% | -54.5% | -12.5% |
| YTD | +41.3% | +140.6% | -99.3% | +27.2% |
| 1Y | +20.7% | +103.1% | -82.4% | +10.4% |
| 3Y | +112.2% | +150.5% | -38.4% | +84.6% |
| 5Y | +191.2% | -15.4% | +206.6% | +175.5% |
| 10Y | +524.3% | +25.4% | +498.9% | +429.6% |
| All | +3,247.2% | +325.0% | +2,922.1% | +2,030.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling