+4,396.6%
SMTC vs IRM
+9,844.9%
-5,448.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.5% |
| 7D | +30.5% | +8.6% | +21.9% | +26.1% |
| 30D | -30.9% | 0.0% | -30.9% | -30.3% |
| 3M | -14.7% | -7.1% | -7.5% | -10.8% |
| 6M | -9.6% | -7.9% | -1.7% | -4.8% |
| YTD | +62.1% | +41.3% | +20.8% | +42.6% |
| 1Y | +66.6% | +20.7% | +45.8% | +56.7% |
| 3Y | +718.1% | +112.2% | +605.9% | +522.9% |
| 5Y | +32.8% | +191.2% | -158.4% | -11.6% |
| 10Y | +354.1% | +524.3% | -170.2% | +117.5% |
| All | +4,396.6% | +9,844.9% | -5,448.3% | +660.4% |
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