+517.3%
IRM vs SFM
+140.2%
+377.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | +6.8% | +6.0% | +0.7% | +5.9% |
| 30D | +2.6% | -19.5% | +22.1% | +5.0% |
| 3M | -9.5% | -37.0% | +27.6% | -4.1% |
| 6M | -8.5% | -41.0% | +32.5% | -2.5% |
| YTD | +40.3% | -34.6% | +74.9% | +46.1% |
| 1Y | +28.7% | -36.3% | +64.9% | +34.4% |
| 3Y | +111.8% | +24.5% | +87.3% | +93.0% |
| 5Y | +189.1% | +115.9% | +73.2% | +133.5% |
| All | +517.3% | +140.2% | +377.1% | +379.8% |
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