+23.3%
IRM vs SFM
-47.5%
+70.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | +3.0% | -7.2% | +10.2% | +3.4% |
| 30D | -5.2% | -14.3% | +9.1% | -4.5% |
| 3M | -8.0% | -13.7% | +5.7% | -7.6% |
| 6M | +9.2% | -6.0% | +15.2% | +7.7% |
| YTD | +41.0% | -8.2% | +49.2% | +38.1% |
| 1Y | +23.3% | -46.2% | +69.5% | +19.1% |
| All | +23.3% | -47.5% | +70.8% | +19.1% |
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