+34.8%
SMCI vs IRM
+98.2%
-63.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.8% |
| 7D | -1.3% | -1.8% | +0.5% | +0.7% |
| 30D | +18.3% | -7.8% | +26.0% | +29.0% |
| 3M | +27.7% | -7.9% | +35.6% | +39.6% |
| 6M | +17.6% | +6.3% | +11.2% | +13.9% |
| YTD | +27.7% | +38.2% | -10.4% | -5.8% |
| 1Y | -14.9% | +19.8% | -34.7% | -27.6% |
| All | +34.8% | +98.2% | -63.4% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling