+3,287.4%
IRM vs BB
+258.8%
+3,028.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.5% | -5.6% | +5.2% | +0.1% |
| 30D | -8.1% | -11.8% | +3.7% | -7.0% |
| 3M | -9.7% | -25.5% | +15.9% | -7.5% |
| 6M | +10.0% | +121.3% | -111.3% | +0.2% |
| YTD | +43.0% | +103.2% | -60.2% | +31.3% |
| 1Y | +32.7% | +102.6% | -70.0% | +21.5% |
| 3Y | +102.7% | +37.5% | +65.2% | +87.1% |
| 5Y | +187.6% | -30.4% | +218.0% | +177.5% |
| 10Y | +420.1% | 0.0% | +420.1% | +352.1% |
| All | +3,287.4% | +258.8% | +3,028.6% | +2,099.4% |
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