-53.7%
SMR vs IRM
+174.1%
-227.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.7% |
| 7D | -8.3% | +6.8% | -15.1% | -13.3% |
| 30D | -20.1% | +2.6% | -22.7% | -21.3% |
| 3M | -52.7% | -9.5% | -43.2% | -48.6% |
| 6M | -61.0% | -8.5% | -52.6% | -57.9% |
| YTD | -67.1% | +40.3% | -107.4% | -75.2% |
| 1Y | -79.9% | +28.7% | -108.6% | -83.5% |
| 3Y | +101.7% | +111.8% | -10.1% | +32.2% |
| All | -53.7% | +174.1% | -227.8% | -71.9% |
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