-97.6%
IRE vs SFM
-55.9%
-41.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -1.4% | -14.4% | -15.8% |
| 7D | -41.9% | -6.9% | -35.0% | -41.6% |
| 30D | -75.1% | -25.0% | -50.1% | -74.1% |
| 3M | -82.4% | -42.7% | -39.7% | -81.2% |
| 6M | -95.5% | -41.0% | -54.5% | -95.3% |
| YTD | -93.1% | -38.7% | -54.4% | -92.7% |
| 1Y | -97.8% | -38.1% | -59.7% | -97.7% |
| All | -97.6% | -55.9% | -41.7% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling