+447.8%
SN vs IRM
+108.6%
+339.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.6% | +3.2% |
| 7D | +1.5% | +6.8% | -5.2% | -1.7% |
| 30D | +21.5% | +2.6% | +18.9% | +19.2% |
| 3M | +20.0% | -9.5% | +29.5% | +25.1% |
| 6M | +119.9% | -8.5% | +128.4% | +126.8% |
| YTD | +102.3% | +40.3% | +62.0% | +64.5% |
| 1Y | +148.0% | +28.7% | +119.3% | +110.7% |
| 3Y | +450.0% | +111.8% | +338.2% | +259.9% |
| All | +447.8% | +108.6% | +339.2% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling