+589.4%
SE vs IRM
+356.0%
+233.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.6% |
| 7D | -6.1% | -0.5% | -5.6% | -5.9% |
| 30D | -2.5% | -8.1% | +5.6% | +0.8% |
| 3M | +21.7% | -9.7% | +31.4% | +26.1% |
| 6M | +27.0% | +10.0% | +17.0% | +19.7% |
| YTD | -12.1% | +43.0% | -55.1% | -27.0% |
| 1Y | -40.9% | +32.7% | -73.6% | -49.6% |
| 3Y | +191.0% | +102.7% | +88.3% | +97.6% |
| 5Y | -68.3% | +187.6% | -255.8% | -81.3% |
| All | +589.4% | +356.0% | +233.3% | +234.7% |
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