+1.5%
SMR vs IRM
+169.9%
-168.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.5% | -3.9% |
| 7D | +4.7% | -1.8% | +6.5% | +6.3% |
| 30D | +3.2% | -7.8% | +11.0% | +9.7% |
| 3M | +9.9% | -7.9% | +17.8% | +16.5% |
| 6M | -15.1% | +6.3% | -21.5% | -19.3% |
| YTD | -27.9% | +38.2% | -66.1% | -45.2% |
| 1Y | -70.2% | +19.8% | -90.1% | -74.3% |
| 3Y | +72.5% | +98.8% | -26.3% | +16.2% |
| All | +1.5% | +169.9% | -168.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling