-3.6%
SMR vs IRM
+179.4%
-183.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.9% |
| 7D | +4.4% | -0.5% | +4.9% | +4.7% |
| 30D | +3.4% | -8.1% | +11.5% | +10.1% |
| 3M | -19.2% | -9.7% | -9.5% | -12.6% |
| 6M | -22.6% | +10.0% | -32.6% | -28.4% |
| YTD | -31.5% | +43.0% | -74.5% | -49.4% |
| 1Y | -73.1% | +32.7% | -105.8% | -78.6% |
| 3Y | +55.0% | +102.7% | -47.8% | +1.9% |
| All | -3.6% | +179.4% | -183.0% | -42.8% |
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 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