+838.2%
IRM vs SFM
+132.6%
+705.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.2% | +1.2% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -8.1% | -4.4% | -3.7% | -7.6% |
| 3M | -9.7% | +1.5% | -11.2% | -10.3% |
| 6M | +10.0% | +6.5% | +3.5% | +7.9% |
| YTD | +43.0% | +2.2% | +40.8% | +40.9% |
| 1Y | +32.7% | -41.9% | +74.6% | +40.9% |
| 3Y | +102.7% | +106.8% | -4.0% | +76.2% |
| 5Y | +187.6% | +231.6% | -44.0% | +128.3% |
| 10Y | +420.1% | +258.4% | +161.7% | +293.7% |
| All | +838.2% | +132.6% | +705.6% | +619.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling