+423.6%
IRM vs BWA
+153.1%
+270.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | -7.8% | -5.5% | -2.3% | -6.4% |
| 3M | -7.9% | -7.6% | -0.2% | -6.0% |
| 6M | +6.3% | +25.0% | -18.6% | -0.7% |
| YTD | +38.2% | +47.0% | -8.8% | +21.8% |
| 1Y | +19.8% | +54.0% | -34.2% | +4.1% |
| 3Y | +98.8% | +70.7% | +28.1% | +63.4% |
| 5Y | +191.8% | +86.7% | +105.1% | +127.7% |
| All | +423.6% | +153.1% | +270.5% | +262.8% |
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