+41.4%
SGI vs IRM
+187.5%
-146.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | -5.3% | +6.8% | -12.1% | -8.3% |
| 30D | -2.1% | +2.6% | -4.7% | -3.9% |
| 3M | -8.2% | -9.5% | +1.3% | -4.6% |
| 6M | -4.6% | -8.5% | +3.9% | -1.6% |
| YTD | -31.5% | +40.3% | -71.7% | -44.0% |
| 1Y | -30.8% | +28.7% | -59.5% | -41.0% |
| 3Y | +67.2% | +111.8% | -44.6% | -5.4% |
| All | +41.4% | +187.5% | -146.1% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling