+180.8%
IRM vs BG
+21.9%
+158.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | +6.8% | +2.6% | +4.2% | +6.3% |
| 30D | +2.6% | -6.7% | +9.3% | +3.9% |
| 3M | -9.5% | -9.3% | -0.2% | -8.2% |
| 6M | -8.5% | -18.3% | +9.9% | -5.3% |
| YTD | +40.3% | +16.2% | +24.1% | +33.7% |
| 1Y | +28.7% | +7.6% | +21.1% | +24.8% |
| 3Y | +111.8% | +6.6% | +105.3% | +102.3% |
| All | +180.8% | +21.9% | +158.9% | +144.6% |
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