-97.3%
IRE vs SFM
-54.4%
-42.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.5% | +8.7% | +12.0% |
| 7D | -15.1% | -7.1% | -8.1% | -14.7% |
| 30D | -71.4% | -21.4% | -50.0% | -70.3% |
| 3M | -81.2% | -40.1% | -41.1% | -80.0% |
| 6M | -93.7% | -38.0% | -55.7% | -93.4% |
| YTD | -92.2% | -36.5% | -55.7% | -91.9% |
| 1Y | -97.3% | -35.2% | -62.1% | -97.2% |
| All | -97.3% | -54.4% | -42.9% | -97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling