+363.5%
SE vs IRM
+347.3%
+16.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | -0.5% | +6.8% | -7.3% | -3.2% |
| 30D | -20.9% | +2.6% | -23.5% | -21.9% |
| 3M | -38.9% | -9.5% | -29.4% | -36.7% |
| 6M | -19.4% | -8.5% | -10.9% | -17.5% |
| YTD | -40.9% | +40.3% | -81.2% | -50.7% |
| 1Y | -46.2% | +28.7% | -74.9% | -53.3% |
| 3Y | +63.7% | +111.8% | -48.1% | +8.3% |
| 5Y | -77.9% | +189.1% | -267.0% | -87.0% |
| All | +363.5% | +347.3% | +16.1% | +125.9% |
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