+9,589.6%
IRM vs SM
+893.2%
+8,696.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | -5.1% | -19.5% | +14.4% | -3.1% |
| 30D | -3.3% | -20.2% | +17.0% | -1.3% |
| 3M | -8.2% | -6.5% | -1.7% | -8.0% |
| 6M | -12.8% | +1.6% | -14.3% | -13.8% |
| YTD | +36.6% | +61.2% | -24.6% | +27.9% |
| 1Y | +11.9% | +65.4% | -53.5% | +4.4% |
| 3Y | +105.1% | -13.0% | +118.1% | +100.4% |
| 5Y | +182.4% | -4.3% | +186.7% | +166.5% |
| 10Y | +505.1% | +3.0% | +502.1% | +350.5% |
| All | +9,589.6% | +893.2% | +8,696.4% | +5,625.6% |
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