+196.5%
IRM vs SM
+108.4%
+88.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -1.4% | +4.6% | -6.0% | -1.9% |
| 30D | -7.4% | +18.2% | -25.6% | -9.2% |
| 3M | -7.4% | +22.5% | -29.9% | -9.8% |
| 6M | +8.7% | +50.6% | -41.9% | +2.1% |
| YTD | +40.9% | +108.1% | -67.2% | +26.1% |
| 1Y | +20.5% | +46.0% | -25.5% | +12.8% |
| 3Y | +101.7% | +2.9% | +98.8% | +91.0% |
| All | +196.5% | +108.4% | +88.1% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling