+32.7%
IRM vs BR
-29.1%
+61.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.0% | +1.2% |
| 7D | -0.5% | -5.3% | +4.8% | -1.2% |
| 30D | -8.1% | +6.4% | -14.5% | -7.2% |
| 3M | -9.7% | +13.6% | -23.3% | -7.7% |
| 6M | +10.0% | -6.7% | +16.7% | +10.5% |
| YTD | +43.0% | -21.1% | +64.1% | +50.0% |
| 1Y | +32.7% | -29.6% | +62.2% | +45.2% |
| All | +32.7% | -29.1% | +61.8% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling