+142.2%
SN vs IRM
+10.0%
+132.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.1% | +1.4% |
| 7D | +7.6% | -3.8% | +11.4% | +8.8% |
| 30D | +24.1% | -3.2% | +27.3% | +25.0% |
| 3M | +23.7% | -7.8% | +31.5% | +26.9% |
| 6M | +105.5% | -12.7% | +118.2% | +114.8% |
| YTD | +105.1% | +36.7% | +68.4% | +75.5% |
| All | +142.2% | +10.0% | +132.1% | +127.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling