+70.3%
SE vs IRM
+90.1%
-19.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.1% |
| 7D | +2.0% | -8.6% | +10.6% | +4.6% |
| 30D | -20.0% | -8.0% | -12.0% | -18.1% |
| 3M | -31.8% | -12.0% | -19.8% | -29.5% |
| 6M | -15.9% | -18.2% | +2.3% | -11.6% |
| YTD | -40.6% | +31.4% | -72.0% | -47.6% |
| 1Y | -50.7% | +9.2% | -59.8% | -53.5% |
| 3Y | +70.3% | +94.6% | -24.3% | +98.8% |
| All | +70.3% | +90.1% | -19.8% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling