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  • SMCI vs IRM✓SelectedUSD · IRMSMCI vs IRM performance historyLatest closeAs of+1.69%09/08
Stock and ETF performance explorer

SMCI vs IRM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,495.9%
IRM return
+1,127.2%
Excess return
+3,368.7%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIRMExcessAlpha
1D+1.7%-0.7%+2.4%+2.1%
7D+9.7%+1.6%+8.0%+8.7%
30D+29.3%-4.2%+33.5%+32.5%
3M-8.5%-5.4%-3.1%-5.0%
6M+28.6%+12.0%+16.6%+24.1%
YTD+37.5%+42.0%-4.5%+17.4%
1Y+0.5%+29.9%-29.3%-9.9%
3Y+43.4%+104.4%-60.9%+6.9%
5Y+1,008.2%+191.0%+817.2%+599.4%
10Y+1,776.0%+417.1%+1,358.9%+771.2%
All+4,495.9%+1,127.2%+3,368.7%+1,125.3%

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