+9,734.0%
IRM vs BBWI
+1,096.3%
+8,637.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | -5.3% | -7.7% | +2.5% | -3.6% |
| 30D | -2.3% | +24.8% | -27.1% | -6.8% |
| 3M | -7.4% | +16.2% | -23.7% | -10.9% |
| 6M | -12.2% | +15.8% | -28.0% | -16.1% |
| YTD | +38.6% | +11.4% | +27.2% | +32.3% |
| 1Y | +14.9% | +3.2% | +11.7% | +10.3% |
| 3Y | +108.2% | -23.5% | +131.7% | +103.3% |
| 5Y | +183.8% | -67.4% | +251.2% | +219.6% |
| 10Y | +512.6% | -46.0% | +558.6% | +426.2% |
| All | +9,734.0% | +1,096.3% | +8,637.6% | +3,299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling