+191.8%
IRM vs SIRI
-42.5%
+234.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -1.8% | -3.0% | +1.2% | -1.5% |
| 30D | -7.8% | +1.3% | -9.1% | -8.0% |
| 3M | -7.9% | +5.6% | -13.5% | -8.7% |
| 6M | +6.3% | +35.2% | -28.8% | +2.0% |
| YTD | +38.2% | +49.1% | -10.9% | +30.4% |
| 1Y | +19.8% | +26.8% | -7.0% | +15.4% |
| 3Y | +98.8% | -23.7% | +122.4% | +97.8% |
| 5Y | +191.8% | -41.8% | +233.6% | +202.9% |
| All | +191.8% | -42.5% | +234.3% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling