+455.3%
SN vs IRM
+103.2%
+352.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +0.9% |
| 7D | +7.6% | -3.8% | +11.4% | +9.2% |
| 30D | +24.1% | -3.2% | +27.3% | +25.4% |
| 3M | +23.7% | -7.8% | +31.5% | +27.6% |
| 6M | +105.5% | -12.7% | +118.2% | +117.1% |
| YTD | +105.1% | +36.7% | +68.4% | +69.0% |
| 1Y | +148.3% | +10.0% | +138.2% | +129.4% |
| 3Y | +438.7% | +107.2% | +331.4% | +256.7% |
| All | +455.3% | +103.2% | +352.1% | +268.5% |
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