+10,042.6%
IRM vs SM
+1,126.0%
+8,916.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +1.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -8.1% | +26.3% | -34.4% | -10.3% |
| 3M | -9.7% | +8.7% | -18.3% | -10.8% |
| 6M | +10.0% | +51.7% | -41.7% | +4.3% |
| YTD | +43.0% | +99.0% | -56.0% | +31.7% |
| 1Y | +32.7% | +34.6% | -1.9% | +26.7% |
| 3Y | +102.7% | -7.8% | +110.5% | +97.5% |
| 5Y | +187.6% | +104.8% | +82.8% | +151.8% |
| 10Y | +420.1% | +7.2% | +412.9% | +287.1% |
| All | +10,042.6% | +1,126.0% | +8,916.6% | +5,792.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling