+11.1%
SMR vs IRM
+177.5%
-166.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +15.8% |
| 7D | +21.4% | +1.6% | +19.8% | +19.5% |
| 30D | +13.8% | -4.2% | +18.0% | +17.2% |
| 3M | +3.9% | -5.4% | +9.3% | +7.6% |
| 6M | -4.2% | +12.0% | -16.2% | -12.8% |
| YTD | -21.1% | +42.0% | -63.1% | -41.4% |
| 1Y | -67.1% | +29.9% | -96.9% | -73.4% |
| 3Y | +88.9% | +104.4% | -15.5% | +24.2% |
| All | +11.1% | +177.5% | -166.4% | -33.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling