+2,320.2%
IRM vs BG
+1,185.2%
+1,135.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -1.8% |
| 7D | +1.6% | +2.4% | -0.7% | +1.0% |
| 30D | -4.2% | +15.0% | -19.2% | -7.7% |
| 3M | -5.4% | -0.7% | -4.7% | -5.7% |
| 6M | +12.0% | +7.5% | +4.5% | +9.2% |
| YTD | +42.0% | +41.6% | +0.4% | +28.9% |
| 1Y | +29.9% | +50.7% | -20.8% | +15.5% |
| 3Y | +104.4% | +20.3% | +84.1% | +89.4% |
| 5Y | +191.0% | +85.2% | +105.8% | +136.9% |
| 10Y | +417.1% | +160.6% | +256.5% | +263.6% |
| All | +2,320.2% | +1,185.2% | +1,135.0% | +1,196.2% |
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