+196.5%
IRM vs BG
+81.8%
+114.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.4% |
| 7D | -1.4% | +3.1% | -4.6% | -2.1% |
| 30D | -7.4% | +10.2% | -17.6% | -9.4% |
| 3M | -7.4% | -1.7% | -5.7% | -7.3% |
| 6M | +8.7% | +1.0% | +7.7% | +7.9% |
| YTD | +40.9% | +39.9% | +1.0% | +30.0% |
| 1Y | +20.5% | +53.2% | -32.7% | +8.6% |
| 3Y | +101.7% | +16.3% | +85.4% | +91.6% |
| All | +196.5% | +81.8% | +114.7% | +144.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 5y: compounded portfolio wealth divided by compounded BG 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…
5y analysis · Full analysis span regression · 6 months rolling