+3,154.7%
IRM vs IBN
+1,532.9%
+1,621.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -0.5% | +1.4% | -1.9% | -0.7% |
| 30D | -8.1% | -0.3% | -7.7% | -8.1% |
| 3M | -9.7% | +17.1% | -26.8% | -12.0% |
| 6M | +10.0% | +3.4% | +6.6% | +9.3% |
| YTD | +43.0% | +2.5% | +40.5% | +42.2% |
| 1Y | +32.7% | -4.2% | +36.8% | +33.3% |
| 3Y | +102.7% | +32.4% | +70.3% | +92.3% |
| 5Y | +187.6% | +59.2% | +128.4% | +163.3% |
| 10Y | +420.1% | +345.7% | +74.4% | +287.7% |
| All | +3,154.7% | +1,532.9% | +1,621.8% | +1,871.3% |
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