+68.4%
SAP vs IRM
+112.1%
-43.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.6% | +6.8% | -6.2% | -0.6% |
| 30D | +6.5% | +2.6% | +3.9% | +5.6% |
| 3M | +12.2% | -9.5% | +21.7% | +14.0% |
| 6M | +46.1% | -8.5% | +54.5% | +47.5% |
| YTD | -1.6% | +40.3% | -41.9% | -12.1% |
| 1Y | -5.1% | +28.7% | -33.8% | -13.2% |
| 3Y | +68.4% | +111.8% | -43.5% | +29.6% |
| All | +68.4% | +112.1% | -43.7% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling