-18.4%
SGI vs IRM
+29.2%
-47.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +0.6% | +3.0% | -2.4% | -0.4% |
| 30D | +5.5% | -5.2% | +10.7% | +7.1% |
| 3M | -3.6% | -8.0% | +4.4% | -1.2% |
| 6M | -15.0% | +9.2% | -24.2% | -17.6% |
| YTD | -23.0% | +41.0% | -64.0% | -29.8% |
| 1Y | -18.4% | +23.3% | -41.7% | -23.4% |
| All | -18.4% | +29.2% | -47.6% | -23.4% |
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 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