+37.5%
IRM vs BIYA
-99.9%
+137.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | +8.6% | +10.0% | -1.4% | +8.6% |
| 30D | 0.0% | -17.7% | +17.7% | -0.1% |
| 3M | -7.1% | -55.0% | +47.9% | -7.3% |
| 6M | -7.9% | -85.1% | +77.3% | -7.8% |
| YTD | +41.3% | -96.9% | +138.2% | +43.9% |
| 1Y | +20.7% | -98.5% | +119.2% | +24.3% |
| All | +37.5% | -99.9% | +137.3% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling