+365.7%
SE vs IRM
+318.9%
+46.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | -0.3% |
| 7D | +2.0% | -8.6% | +10.6% | +5.8% |
| 30D | -20.0% | -8.0% | -12.0% | -17.3% |
| 3M | -31.8% | -12.0% | -19.8% | -28.5% |
| 6M | -15.9% | -18.2% | +2.3% | -9.8% |
| YTD | -40.6% | +31.4% | -72.0% | -49.1% |
| 1Y | -50.7% | +9.2% | -59.8% | -54.1% |
| 3Y | +70.3% | +94.6% | -24.3% | +16.9% |
| 5Y | -78.8% | +170.2% | -249.0% | -87.2% |
| All | +365.7% | +318.9% | +46.8% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling