+10,042.6%
IRM vs BWA
+2,892.4%
+7,150.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | +0.9% |
| 7D | -0.5% | +5.7% | -6.1% | -2.0% |
| 30D | -8.1% | +1.4% | -9.5% | -8.6% |
| 3M | -9.7% | -12.1% | +2.4% | -6.7% |
| 6M | +10.0% | +28.6% | -18.6% | +2.0% |
| YTD | +43.0% | +51.1% | -8.1% | +25.5% |
| 1Y | +32.7% | +55.9% | -23.2% | +15.2% |
| 3Y | +102.7% | +70.1% | +32.6% | +67.9% |
| 5Y | +187.6% | +90.7% | +96.9% | +126.0% |
| 10Y | +420.1% | +154.0% | +266.1% | +254.9% |
| All | +10,042.6% | +2,892.4% | +7,150.2% | +3,206.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling