+20.3%
SGOV vs IRM
+485.2%
-464.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | 0.0% |
| 7D | +0.1% | -1.8% | +1.9% | +0.1% |
| 30D | +0.3% | -7.8% | +8.0% | +0.3% |
| 3M | +0.9% | -7.9% | +8.8% | +0.9% |
| 6M | +1.8% | +6.3% | -4.5% | +1.8% |
| YTD | +2.5% | +38.2% | -35.6% | +2.5% |
| 1Y | +3.8% | +19.8% | -16.0% | +3.8% |
| 3Y | +14.4% | +98.8% | -84.4% | +14.4% |
| 5Y | +20.1% | +191.8% | -171.6% | +20.2% |
| All | +20.3% | +485.2% | -464.9% | +20.2% |
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