+176.2%
SAP vs IRM
+407.3%
-231.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.8% |
| 30D | +2.6% | -4.2% | +6.8% | +3.8% |
| 3M | +16.3% | -5.4% | +21.6% | +17.6% |
| 6M | +6.4% | +12.0% | -5.6% | +1.3% |
| YTD | -11.4% | +42.0% | -53.5% | -22.5% |
| 1Y | -20.4% | +29.9% | -50.3% | -28.7% |
| 3Y | +56.5% | +104.4% | -47.8% | +16.7% |
| 5Y | +56.8% | +191.0% | -134.2% | +1.5% |
| 10Y | +176.2% | +417.1% | -240.9% | +41.1% |
| All | +176.2% | +407.3% | -231.1% | +41.1% |
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