+355.0%
SE vs IRM
+342.1%
+12.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.1% | -4.3% |
| 7D | -7.7% | -5.3% | -2.5% | -5.8% |
| 30D | -22.8% | -2.3% | -20.5% | -22.2% |
| 3M | -43.7% | -7.4% | -36.3% | -42.3% |
| 6M | -12.8% | -12.2% | -0.6% | -9.2% |
| YTD | -42.0% | +38.6% | -80.6% | -51.4% |
| 1Y | -48.0% | +14.9% | -62.9% | -52.6% |
| 3Y | +62.7% | +108.2% | -45.5% | +8.5% |
| 5Y | -77.8% | +183.8% | -261.6% | -86.8% |
| All | +355.0% | +342.1% | +12.9% | +122.9% |
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