+517.3%
IRM vs SM
+18.0%
+499.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.8% | +9.4% | -2.6% | +6.0% |
| 30D | +2.6% | -14.4% | +17.0% | +3.7% |
| 3M | -9.5% | +1.6% | -11.0% | -9.9% |
| 6M | -8.5% | +6.3% | -14.8% | -9.7% |
| YTD | +40.3% | +78.8% | -38.5% | +31.7% |
| 1Y | +28.7% | +83.1% | -54.5% | +20.5% |
| 3Y | +111.8% | -5.9% | +117.7% | +106.3% |
| 5Y | +189.1% | +4.8% | +184.3% | +174.2% |
| All | +517.3% | +18.0% | +499.2% | +364.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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