+32.7%
IRM vs SNY
+2.0%
+30.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -8.1% | +3.4% | -11.5% | -8.6% |
| 3M | -9.7% | -0.3% | -9.4% | -9.6% |
| 6M | +10.0% | +1.0% | +9.0% | +9.8% |
| YTD | +43.0% | -3.6% | +46.6% | +42.6% |
| 1Y | +32.7% | +3.0% | +29.7% | +30.9% |
| All | +32.7% | +2.0% | +30.6% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling