+2,217.7%
IRM vs SNY
+241.5%
+1,976.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -1.8% | -3.6% | +1.8% | -0.6% |
| 30D | -7.8% | -1.9% | -5.8% | -7.2% |
| 3M | -7.9% | -2.0% | -5.9% | -7.6% |
| 6M | +6.3% | +2.5% | +3.8% | +5.0% |
| YTD | +38.2% | -7.0% | +45.1% | +40.5% |
| 1Y | +19.8% | -4.4% | +24.2% | +20.4% |
| 3Y | +98.8% | -8.4% | +107.2% | +97.3% |
| 5Y | +191.8% | +9.5% | +182.2% | +167.1% |
| 10Y | +428.8% | +64.3% | +364.5% | +308.0% |
| All | +2,217.7% | +241.5% | +1,976.1% | +1,079.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling