+9.2%
IRM vs SIRI
+32.5%
-23.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | +3.0% | -3.9% | +6.9% | +3.4% |
| 30D | -5.2% | -0.8% | -4.4% | -5.1% |
| 3M | -8.0% | +4.3% | -12.3% | -10.3% |
| 6M | +9.2% | +34.1% | -24.9% | -7.6% |
| All | +9.2% | +32.5% | -23.3% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling