+439.6%
IRM vs BBWI
-58.2%
+497.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | +0.3% |
| 7D | +3.0% | -4.4% | +7.4% | +3.7% |
| 30D | -5.2% | -7.4% | +2.2% | -4.3% |
| 3M | -8.0% | -2.2% | -5.8% | -8.2% |
| 6M | +9.2% | -16.3% | +25.5% | +11.0% |
| YTD | +41.0% | -9.1% | +50.1% | +41.1% |
| 1Y | +23.3% | -34.5% | +57.8% | +28.8% |
| 3Y | +102.8% | -47.0% | +149.8% | +112.2% |
| 5Y | +192.8% | -68.8% | +261.6% | +222.9% |
| 10Y | +439.6% | -57.4% | +497.0% | +367.3% |
| All | +439.6% | -58.2% | +497.9% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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