+9,974.9%
IRM vs SIRI
+1.9%
+9,973.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +1.6% | +4.3% | -2.6% | +1.3% |
| 30D | -4.2% | -2.8% | -1.4% | -4.0% |
| 3M | -5.4% | +5.9% | -11.3% | -5.9% |
| 6M | +12.0% | +31.9% | -19.9% | +9.7% |
| YTD | +42.0% | +48.7% | -6.6% | +37.7% |
| 1Y | +29.9% | +23.2% | +6.6% | +27.5% |
| 3Y | +104.4% | -23.9% | +128.2% | +104.6% |
| 5Y | +191.0% | -43.4% | +234.4% | +194.2% |
| 10Y | +417.1% | -13.6% | +430.7% | +408.3% |
| All | +9,974.9% | +1.9% | +9,973.0% | +7,988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling