+1,611.2%
SGI vs IRM
+1,740.7%
-129.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.9% |
| 7D | -10.7% | +8.6% | -19.3% | -14.3% |
| 30D | -3.6% | 0.0% | -3.6% | -4.1% |
| 3M | -5.4% | -7.1% | +1.7% | -3.0% |
| 6M | -7.0% | -7.9% | +0.8% | -4.5% |
| YTD | -31.6% | +41.3% | -72.9% | -43.7% |
| 1Y | -33.5% | +20.7% | -54.3% | -41.0% |
| 3Y | +66.5% | +112.2% | -45.7% | +7.2% |
| 5Y | +42.2% | +191.2% | -149.0% | -22.4% |
| 10Y | +320.9% | +524.3% | -203.4% | +48.8% |
| All | +1,611.2% | +1,740.7% | -129.5% | +229.5% |
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