-98.0%
IRE vs SFM
-53.1%
-45.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.3% | -15.7% | -14.4% |
| 7D | -31.8% | +6.0% | -37.9% | -32.0% |
| 30D | -71.8% | -19.5% | -52.3% | -70.7% |
| 3M | -88.9% | -37.0% | -51.9% | -88.3% |
| 6M | -95.4% | -41.0% | -54.3% | -95.1% |
| YTD | -94.2% | -34.6% | -59.6% | -94.0% |
| 1Y | -97.1% | -36.3% | -60.8% | -96.9% |
| All | -98.0% | -53.1% | -45.0% | -97.8% |
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 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