+1,770.3%
SMCI vs IRM
+440.8%
+1,329.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.0% |
| 7D | +1.3% | -1.4% | +2.7% | +2.3% |
| 30D | +6.6% | -7.4% | +14.0% | +12.1% |
| 3M | +25.4% | -7.4% | +32.8% | +32.3% |
| 6M | +26.1% | +8.7% | +17.5% | +23.3% |
| YTD | +37.0% | +40.9% | -3.9% | +14.5% |
| 1Y | -8.8% | +20.5% | -29.3% | -16.2% |
| 3Y | +44.6% | +101.7% | -57.1% | +5.4% |
| 5Y | +995.9% | +197.7% | +798.3% | +569.6% |
| All | +1,770.3% | +440.8% | +1,329.5% | +778.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling