+3,009.4%
IRM vs IBN
+1,779.7%
+1,229.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.3% |
| 7D | -5.1% | +15.8% | -20.8% | -7.4% |
| 30D | -3.3% | +25.1% | -28.3% | -6.9% |
| 3M | -8.2% | +16.0% | -24.1% | -10.6% |
| 6M | -12.8% | +32.8% | -45.5% | -16.9% |
| YTD | +36.6% | +18.0% | +18.6% | +32.5% |
| 1Y | +11.9% | +15.9% | -4.0% | +8.9% |
| 3Y | +105.1% | +57.6% | +47.5% | +88.8% |
| 5Y | +182.4% | +74.7% | +107.7% | +154.5% |
| 10Y | +505.1% | +373.9% | +131.2% | +346.5% |
| All | +3,009.4% | +1,779.7% | +1,229.6% | +1,737.0% |
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