-46.2%
SE vs IRM
+20.8%
-67.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | -0.5% | +6.8% | -7.3% | -1.6% |
| 30D | -20.9% | +2.6% | -23.5% | -21.0% |
| 3M | -38.9% | -9.5% | -29.4% | -38.2% |
| 6M | -19.4% | -8.5% | -10.9% | -19.0% |
| YTD | -40.9% | +40.3% | -81.2% | -48.4% |
| 1Y | -46.2% | +28.7% | -74.9% | -51.2% |
| All | -46.2% | +20.8% | -67.0% | -51.2% |
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