+434.2%
IRM vs SIRI
-10.2%
+444.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -1.4% | +0.6% | -2.0% | -1.6% |
| 30D | -7.4% | +2.5% | -9.9% | -8.0% |
| 3M | -7.4% | +6.6% | -14.0% | -9.0% |
| 6M | +8.7% | +32.9% | -24.2% | +1.7% |
| YTD | +40.9% | +50.5% | -9.5% | +27.8% |
| 1Y | +20.5% | +28.0% | -7.5% | +12.9% |
| 3Y | +101.7% | -22.4% | +124.1% | +100.8% |
| 5Y | +197.7% | -41.3% | +238.9% | +202.7% |
| All | +434.2% | -10.2% | +444.4% | +345.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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