+323.8%
SN vs IRM
+111.2%
+212.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +0.1% | +1.6% | -1.5% | -0.8% |
| 30D | -5.6% | -4.2% | -1.4% | -3.7% |
| 3M | +48.1% | -5.4% | +53.4% | +51.2% |
| 6M | +57.6% | +12.0% | +45.6% | +46.2% |
| YTD | +56.5% | +42.0% | +14.5% | +27.5% |
| 1Y | +52.6% | +29.9% | +22.7% | +28.2% |
| 3Y | +412.0% | +104.4% | +307.6% | +244.4% |
| All | +323.8% | +111.2% | +212.6% | +178.1% |
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 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