+32.7%
IRM vs SFM
-41.4%
+74.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.5% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | -8.1% | -4.4% | -3.7% | -7.9% |
| 3M | -9.7% | +1.5% | -11.2% | -10.1% |
| 6M | +10.0% | +6.5% | +3.5% | +7.9% |
| YTD | +43.0% | +2.2% | +40.8% | +39.4% |
| 1Y | +32.7% | -41.9% | +74.6% | +25.8% |
| All | +32.7% | -41.4% | +74.1% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling