+2,290.1%
IRM vs BG
+954.5%
+1,335.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +6.8% | +2.6% | +4.2% | +6.1% |
| 30D | +2.6% | -6.7% | +9.3% | +4.2% |
| 3M | -9.5% | -9.3% | -0.2% | -7.8% |
| 6M | -8.5% | -18.3% | +9.9% | -4.7% |
| YTD | +40.3% | +16.2% | +24.1% | +33.2% |
| 1Y | +28.7% | +7.6% | +21.1% | +24.6% |
| 3Y | +111.8% | +6.6% | +105.3% | +101.5% |
| 5Y | +189.1% | +22.2% | +166.9% | +160.9% |
| 10Y | +519.8% | +112.0% | +407.8% | +358.3% |
| All | +2,290.1% | +954.5% | +1,335.6% | +1,239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling