+434.2%
IRM vs BR
+189.7%
+244.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -1.4% | -3.0% | +1.5% | -0.3% |
| 30D | -7.4% | -0.3% | -7.1% | -7.5% |
| 3M | -7.4% | +17.3% | -24.6% | -14.1% |
| 6M | +8.7% | -6.7% | +15.4% | +10.5% |
| YTD | +40.9% | -23.4% | +64.4% | +55.6% |
| 1Y | +20.5% | -32.7% | +53.2% | +41.3% |
| 3Y | +101.7% | -5.9% | +107.6% | +101.2% |
| 5Y | +197.7% | +8.4% | +189.2% | +173.1% |
| All | +434.2% | +189.7% | +244.5% | +196.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling