+319.5%
SN vs IRM
+112.6%
+206.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.9% |
| 7D | -9.3% | -0.5% | -8.9% | -9.1% |
| 30D | -4.8% | -8.1% | +3.3% | -0.8% |
| 3M | +40.4% | -9.7% | +50.1% | +47.1% |
| 6M | +50.9% | +10.0% | +41.0% | +41.4% |
| YTD | +54.9% | +43.0% | +11.9% | +25.8% |
| 1Y | +43.0% | +32.7% | +10.4% | +18.7% |
| 3Y | +391.8% | +102.7% | +289.1% | +233.2% |
| All | +319.5% | +112.6% | +206.9% | +174.4% |
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