+9,849.4%
IRM vs BWA
+2,154.7%
+7,694.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +6.8% | +4.3% | +2.5% | +5.6% |
| 30D | +2.6% | -13.0% | +15.6% | +6.7% |
| 3M | -9.5% | -24.8% | +15.4% | -2.2% |
| 6M | -8.5% | -23.5% | +15.0% | -2.0% |
| YTD | +40.3% | +13.8% | +26.4% | +33.0% |
| 1Y | +28.7% | +13.4% | +15.2% | +22.1% |
| 3Y | +111.8% | +62.8% | +49.1% | +77.9% |
| 5Y | +189.1% | +28.5% | +160.6% | +153.8% |
| 10Y | +519.8% | +95.4% | +424.4% | +355.2% |
| All | +9,849.4% | +2,154.7% | +7,694.7% | +3,404.3% |
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