+3,092.7%
IRM vs IBN
+1,760.3%
+1,332.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.8% | +1.9% | +4.9% | +6.5% |
| 30D | +2.6% | +22.1% | -19.5% | -0.9% |
| 3M | -9.5% | +17.1% | -26.6% | -12.0% |
| 6M | -8.5% | +35.5% | -44.0% | -13.2% |
| YTD | +40.3% | +16.8% | +23.5% | +36.3% |
| 1Y | +28.7% | +12.4% | +16.3% | +25.8% |
| 3Y | +111.8% | +58.0% | +53.8% | +94.9% |
| 5Y | +189.1% | +73.7% | +115.4% | +160.7% |
| 10Y | +519.8% | +385.6% | +134.2% | +355.7% |
| All | +3,092.7% | +1,760.3% | +1,332.4% | +1,789.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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