+191.0%
IRM vs SFM
+219.5%
-28.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | +0.2% |
| 7D | +1.6% | -5.8% | +7.4% | +2.4% |
| 30D | -4.2% | -11.4% | +7.2% | -2.8% |
| 3M | -5.4% | -12.2% | +6.8% | -4.1% |
| 6M | +12.0% | -5.2% | +17.2% | +11.5% |
| YTD | +42.0% | -4.5% | +46.5% | +40.9% |
| 1Y | +29.9% | -45.4% | +75.3% | +39.5% |
| 3Y | +104.4% | +91.1% | +13.3% | +77.5% |
| 5Y | +191.0% | +226.8% | -35.8% | +114.7% |
| All | +191.0% | +219.5% | -28.5% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling