+113.4%
IRM vs BWA
+64.3%
+49.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +8.6% | +7.3% | +1.3% | +6.7% |
| 30D | 0.0% | -15.8% | +15.8% | +4.2% |
| 3M | -7.1% | -25.7% | +18.6% | -0.5% |
| 6M | -7.9% | -19.6% | +11.7% | -3.3% |
| YTD | +41.3% | +14.1% | +27.2% | +35.0% |
| 1Y | +20.7% | +12.2% | +8.6% | +15.7% |
| All | +113.4% | +64.3% | +49.1% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling