+196.4%
SO vs IRM
+520.0%
-323.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +1.4% | +6.8% | -5.4% | -0.6% |
| 30D | +4.7% | +2.6% | +2.1% | +3.4% |
| 3M | +1.7% | -9.5% | +11.2% | +4.1% |
| 6M | +2.2% | -8.5% | +10.6% | +3.8% |
| YTD | +10.0% | +40.3% | -30.3% | -3.1% |
| 1Y | +6.0% | +28.7% | -22.6% | -4.1% |
| 3Y | +54.1% | +111.8% | -57.7% | +11.6% |
| 5Y | +79.6% | +189.1% | -109.5% | +12.6% |
| All | +196.4% | +520.0% | -323.6% | +29.9% |
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