+2,437.2%
SAP vs IRM
+9,964.6%
-7,527.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.4% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | +9.0% | -8.1% | +17.1% | +11.6% |
| 3M | +14.9% | -9.7% | +24.6% | +17.9% |
| 6M | +11.9% | +10.0% | +1.9% | +7.5% |
| YTD | -9.9% | +43.0% | -52.9% | -20.5% |
| 1Y | -19.5% | +32.7% | -52.2% | -27.8% |
| 3Y | +61.8% | +102.7% | -40.9% | +24.8% |
| 5Y | +56.2% | +187.6% | -131.4% | +6.3% |
| 10Y | +180.6% | +420.1% | -239.5% | +52.2% |
| All | +2,437.2% | +9,964.6% | -7,527.4% | +585.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling