+196.5%
IRM vs BRKR
-39.7%
+236.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | -1.4% | -8.7% | +7.2% | +0.3% |
| 30D | -7.4% | -9.9% | +2.5% | -5.6% |
| 3M | -7.4% | -3.1% | -4.3% | -8.2% |
| 6M | +8.7% | +45.5% | -36.8% | -2.6% |
| YTD | +40.9% | +13.7% | +27.3% | +32.6% |
| 1Y | +20.5% | +67.4% | -46.9% | +2.4% |
| 3Y | +101.7% | -13.2% | +114.9% | +92.3% |
| All | +196.5% | -39.7% | +236.3% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling