+34.9%
IRM vs BIYA
-99.9%
+134.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +1.5% |
| 7D | -5.3% | +2.5% | -7.8% | -5.2% |
| 30D | -2.3% | -22.3% | +20.0% | -2.4% |
| 3M | -7.4% | -54.8% | +47.4% | -7.6% |
| 6M | -12.2% | -86.5% | +74.2% | -12.0% |
| YTD | +38.6% | -96.8% | +135.5% | +41.2% |
| 1Y | +14.9% | -98.6% | +113.5% | +18.5% |
| All | +34.9% | -99.9% | +134.8% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling