+434.2%
IRM vs BLDR
+383.3%
+50.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.5% |
| 7D | -1.4% | -8.2% | +6.8% | +0.4% |
| 30D | -7.4% | -16.6% | +9.2% | -3.8% |
| 3M | -7.4% | -23.2% | +15.8% | -2.7% |
| 6M | +8.7% | -33.7% | +42.4% | +17.2% |
| YTD | +40.9% | -41.3% | +82.3% | +55.3% |
| 1Y | +20.5% | -58.8% | +79.3% | +43.5% |
| 3Y | +101.7% | -57.5% | +159.2% | +128.8% |
| 5Y | +197.7% | +12.9% | +184.8% | +159.6% |
| All | +434.2% | +383.3% | +50.8% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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