+429.4%
IRM vs BBIO
+136.7%
+292.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.4% | -3.2% | +1.8% | -1.2% |
| 30D | -7.4% | -13.6% | +6.2% | -6.4% |
| 3M | -7.4% | +7.2% | -14.6% | -8.0% |
| 6M | +8.7% | +1.5% | +7.2% | +8.3% |
| YTD | +40.9% | -5.3% | +46.2% | +40.8% |
| 1Y | +20.5% | +37.7% | -17.2% | +16.9% |
| 3Y | +101.7% | +153.9% | -52.2% | +84.7% |
| 5Y | +197.7% | +43.9% | +153.8% | +151.3% |
| All | +429.4% | +136.7% | +292.7% | +328.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 10y: compounded portfolio wealth divided by compounded BBIO 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…
10y analysis · Full analysis span regression · 6 months rolling