+47.9%
SO vs IRM
+90.1%
-42.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.2% |
| 7D | -1.5% | -8.6% | +7.1% | -0.5% |
| 30D | +8.1% | -8.0% | +16.0% | +9.0% |
| 3M | +0.2% | -12.0% | +12.2% | +1.6% |
| 6M | +0.4% | -18.2% | +18.5% | +2.7% |
| YTD | +8.5% | +31.4% | -22.9% | +3.6% |
| 1Y | +4.9% | +9.2% | -4.2% | +2.8% |
| 3Y | +47.9% | +94.6% | -46.7% | +22.3% |
| All | +47.9% | +90.1% | -42.2% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling