-7.0%
SGI vs IRM
-9.9%
+2.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -10.7% | +8.6% | -19.3% | -12.6% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | -5.4% | -7.1% | +1.7% | -3.1% |
| 6M | -7.0% | -7.9% | +0.8% | -5.6% |
| All | -7.0% | -9.9% | +2.8% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling