+275.2%
SGI vs IRM
+418.7%
-143.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | +0.6% | +3.0% | -2.4% | -0.8% |
| 30D | +5.5% | -5.2% | +10.7% | +7.8% |
| 3M | -3.6% | -8.0% | +4.4% | -0.3% |
| 6M | -15.0% | +9.2% | -24.2% | -19.1% |
| YTD | -23.0% | +41.0% | -64.0% | -35.7% |
| 1Y | -18.4% | +23.3% | -41.7% | -27.7% |
| 3Y | +57.8% | +102.8% | -45.1% | +4.6% |
| 5Y | +51.5% | +192.8% | -141.3% | -16.9% |
| 10Y | +275.2% | +439.6% | -164.5% | +46.5% |
| All | +275.2% | +418.7% | -143.5% | +46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling