+1,107.8%
IRM vs BR
+1,286.0%
-178.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +1.6% | -5.9% | +7.6% | +4.2% |
| 30D | -4.2% | +1.9% | -6.1% | -5.2% |
| 3M | -5.4% | +14.7% | -20.0% | -11.5% |
| 6M | +12.0% | -12.8% | +24.8% | +16.7% |
| YTD | +42.0% | -23.0% | +65.1% | +55.2% |
| 1Y | +29.9% | -31.7% | +61.5% | +49.5% |
| 3Y | +104.4% | -4.8% | +109.1% | +102.3% |
| 5Y | +191.0% | +7.8% | +183.2% | +169.4% |
| 10Y | +417.1% | +184.1% | +233.0% | +203.1% |
| All | +1,107.8% | +1,286.0% | -178.2% | +243.1% |
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