-97.2%
IRE vs SFM
-55.3%
-41.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -15.5% | -10.2% | -5.3% | -14.9% |
| 30D | -70.4% | -23.9% | -46.5% | -69.3% |
| 3M | -81.6% | -42.3% | -39.4% | -80.4% |
| 6M | -94.7% | -40.1% | -54.6% | -94.4% |
| YTD | -91.8% | -37.8% | -54.0% | -91.4% |
| 1Y | -97.6% | -37.1% | -60.5% | -97.5% |
| All | -97.2% | -55.3% | -41.9% | -96.8% |
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