+2,238.2%
IRM vs BNS
+1,476.3%
+761.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.1% |
| 7D | +1.6% | +1.8% | -0.2% | +0.7% |
| 30D | -4.2% | +4.5% | -8.7% | -6.5% |
| 3M | -5.4% | +15.8% | -21.1% | -12.3% |
| 6M | +12.0% | +31.5% | -19.5% | -2.6% |
| YTD | +42.0% | +28.6% | +13.4% | +24.6% |
| 1Y | +29.9% | +48.2% | -18.3% | +6.1% |
| 3Y | +104.4% | +130.8% | -26.4% | +32.7% |
| 5Y | +191.0% | +94.9% | +96.1% | +104.1% |
| 10Y | +417.1% | +179.6% | +237.5% | +195.8% |
| All | +2,238.2% | +1,476.3% | +761.9% | +468.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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