+101.7%
IRM vs SNY
-9.6%
+111.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.4% | -3.3% | +1.9% | -0.9% |
| 30D | -7.4% | -2.2% | -5.2% | -7.1% |
| 3M | -7.4% | -3.0% | -4.3% | -7.0% |
| 6M | +8.7% | +2.7% | +5.9% | +8.1% |
| YTD | +40.9% | -6.8% | +47.8% | +42.0% |
| 1Y | +20.5% | -5.3% | +25.8% | +20.9% |
| 3Y | +101.7% | -9.8% | +111.5% | +104.7% |
| All | +101.7% | -9.6% | +111.3% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling