+162.0%
SO vs IRM
+418.7%
-256.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | 0.0% | +3.0% | -3.0% | -0.9% |
| 30D | -2.5% | -5.2% | +2.7% | -1.0% |
| 3M | -4.2% | -8.0% | +3.9% | -2.2% |
| 6M | -7.7% | +9.2% | -16.8% | -11.1% |
| YTD | +3.8% | +41.0% | -37.2% | -8.3% |
| 1Y | +0.1% | +23.3% | -23.2% | -8.2% |
| 3Y | +44.2% | +102.8% | -58.6% | +6.5% |
| 5Y | +57.9% | +192.8% | -134.9% | -1.5% |
| 10Y | +162.0% | +439.6% | -277.7% | +17.8% |
| All | +162.0% | +418.7% | -256.7% | +17.8% |
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