-14.4%
SMR vs IRM
+175.4%
-189.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.0% | -17.7% | -17.3% |
| 7D | -11.2% | -1.4% | -9.8% | -10.5% |
| 30D | -10.2% | -7.4% | -2.8% | -5.1% |
| 3M | -10.0% | -7.4% | -2.7% | -5.4% |
| 6M | -30.5% | +8.7% | -39.1% | -35.2% |
| YTD | -39.2% | +40.9% | -80.2% | -54.7% |
| 1Y | -75.5% | +20.5% | -96.0% | -79.1% |
| 3Y | +45.4% | +101.7% | -56.3% | -3.8% |
| All | -14.4% | +175.4% | -189.8% | -48.8% |
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 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