+2,653.5%
SAP vs IRM
+9,145.3%
-6,491.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -0.7% | -8.6% | +7.9% | +1.7% |
| 30D | +11.1% | -8.0% | +19.1% | +13.4% |
| 3M | +17.0% | -12.0% | +29.0% | +20.8% |
| 6M | +34.8% | -18.2% | +53.0% | +41.5% |
| YTD | -2.2% | +31.4% | -33.6% | -12.1% |
| 1Y | -6.4% | +9.2% | -15.6% | -11.1% |
| 3Y | +75.1% | +94.6% | -19.4% | +36.0% |
| 5Y | +69.8% | +170.2% | -100.3% | +17.2% |
| 10Y | +219.8% | +464.3% | -244.5% | +68.5% |
| All | +2,653.5% | +9,145.3% | -6,491.8% | +658.5% |
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