-48.0%
SE vs IRM
+12.7%
-60.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.1% | -3.9% |
| 7D | -7.7% | -5.3% | -2.5% | -7.0% |
| 30D | -22.8% | -2.3% | -20.5% | -22.5% |
| 3M | -43.7% | -7.4% | -36.3% | -43.2% |
| 6M | -12.8% | -12.2% | -0.6% | -11.7% |
| YTD | -42.0% | +38.6% | -80.6% | -48.6% |
| 1Y | -48.0% | +14.9% | -62.9% | -50.6% |
| All | -48.0% | +12.7% | -60.7% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling