+1,092.7%
IRM vs BR
+1,481.8%
-389.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +6.8% | +1.1% | +5.7% | +6.3% |
| 30D | +2.6% | +14.4% | -11.8% | -3.2% |
| 3M | -9.5% | +12.4% | -21.9% | -14.4% |
| 6M | -8.5% | +35.4% | -43.9% | -20.8% |
| YTD | +40.3% | -12.2% | +52.4% | +44.3% |
| 1Y | +28.7% | -12.7% | +41.4% | +32.8% |
| 3Y | +111.8% | +14.3% | +97.6% | +93.2% |
| 5Y | +189.1% | +19.3% | +169.8% | +155.9% |
| 10Y | +519.8% | +278.1% | +241.7% | +220.1% |
| All | +1,092.7% | +1,481.8% | -389.1% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling