+1,872.3%
SGI vs IRM
+1,762.9%
+109.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | +8.5% | -0.5% | +9.0% | +8.7% |
| 30D | +0.7% | -8.1% | +8.8% | +4.6% |
| 3M | +0.6% | -9.7% | +10.3% | +5.1% |
| 6M | -17.9% | +10.0% | -27.9% | -22.3% |
| YTD | -21.2% | +43.0% | -64.2% | -35.0% |
| 1Y | -18.9% | +32.7% | -51.5% | -31.1% |
| 3Y | +52.6% | +102.7% | -50.1% | +1.6% |
| 5Y | +60.7% | +187.6% | -126.8% | -11.2% |
| 10Y | +278.1% | +420.1% | -142.0% | +46.6% |
| All | +1,872.3% | +1,762.9% | +109.4% | +280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling