-97.1%
IRE vs SFM
-55.7%
-41.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -4.8% | +44.4% | +39.7% |
| 7D | -27.2% | -1.2% | -26.0% | -27.5% |
| 30D | -75.1% | -24.8% | -50.4% | -74.2% |
| 3M | -77.9% | -43.7% | -34.2% | -76.3% |
| 6M | -94.6% | -37.3% | -57.3% | -94.3% |
| YTD | -91.5% | -38.4% | -53.2% | -91.2% |
| 1Y | -97.8% | -36.9% | -60.9% | -97.8% |
| All | -97.1% | -55.7% | -41.4% | -96.7% |
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