+51.5%
SGI vs IRM
+190.5%
-139.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.6% | +3.0% | -2.4% | -0.9% |
| 30D | +5.5% | -5.2% | +10.7% | +8.0% |
| 3M | -3.6% | -8.0% | +4.4% | -0.1% |
| 6M | -15.0% | +9.2% | -24.2% | -19.5% |
| YTD | -23.0% | +41.0% | -64.0% | -36.6% |
| 1Y | -18.4% | +23.3% | -41.7% | -28.4% |
| 3Y | +57.8% | +102.8% | -45.1% | -6.0% |
| 5Y | +51.5% | +192.8% | -141.3% | -29.7% |
| All | +51.5% | +190.5% | -139.0% | -29.7% |
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 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