+521.8%
IRM vs BWA
+94.6%
+427.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +8.6% | +7.3% | +1.3% | +6.4% |
| 30D | 0.0% | -15.8% | +15.8% | +5.0% |
| 3M | -7.1% | -25.7% | +18.6% | +0.8% |
| 6M | -7.9% | -19.6% | +11.7% | -2.6% |
| YTD | +41.3% | +14.1% | +27.2% | +33.5% |
| 1Y | +20.7% | +12.2% | +8.6% | +14.7% |
| 3Y | +112.2% | +63.8% | +48.3% | +75.9% |
| 5Y | +191.2% | +28.7% | +162.5% | +152.3% |
| All | +521.8% | +94.6% | +427.1% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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