+222.9%
SAP vs IRM
+480.4%
-257.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.1% | -2.4% | +0.5% |
| 7D | +1.6% | -3.8% | +5.4% | +2.5% |
| 30D | +10.5% | -3.2% | +13.7% | +11.1% |
| 3M | +15.2% | -7.8% | +23.0% | +17.2% |
| 6M | +36.7% | -12.7% | +49.4% | +40.7% |
| YTD | -0.6% | +36.7% | -37.3% | -12.5% |
| 1Y | -4.1% | +10.0% | -14.2% | -9.5% |
| 3Y | +73.2% | +107.2% | -34.0% | +27.4% |
| 5Y | +74.1% | +181.6% | -107.4% | +12.9% |
| 10Y | +222.9% | +481.1% | -258.2% | +54.8% |
| All | +222.9% | +480.4% | -257.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling