+181.6%
IRM vs SFM
+102.7%
+78.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.0% |
| 7D | -3.8% | -10.2% | +6.5% | -2.6% |
| 30D | -3.2% | -23.9% | +20.7% | -0.6% |
| 3M | -7.8% | -42.3% | +34.5% | -2.1% |
| 6M | -12.7% | -40.1% | +27.4% | -8.3% |
| YTD | +36.7% | -37.8% | +74.5% | +41.9% |
| 1Y | +10.0% | -37.1% | +47.1% | +13.9% |
| 3Y | +107.2% | +21.5% | +85.7% | +90.6% |
| 5Y | +181.6% | +103.8% | +77.8% | +131.5% |
| All | +181.6% | +102.7% | +78.9% | +131.5% |
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