-83.7%
IRE vs SFM
-26.6%
-57.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.9% | +11.1% | +13.6% |
| 7D | +54.8% | -0.1% | +54.9% | +54.7% |
| 30D | +18.4% | -4.4% | +22.8% | +18.7% |
| 3M | -66.7% | +1.5% | -68.3% | -66.9% |
| 6M | -52.3% | +6.5% | -58.8% | -53.7% |
| YTD | -52.3% | +2.2% | -54.5% | -53.1% |
| All | -83.7% | -26.6% | -57.1% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling