+59.8%
SO vs IRM
+189.3%
-129.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.1% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -4.6% | -8.1% | +3.5% | -3.0% |
| 3M | -3.0% | -9.7% | +6.6% | -1.3% |
| 6M | -8.3% | +10.0% | -18.2% | -10.7% |
| YTD | +3.5% | +43.0% | -39.5% | -5.1% |
| 1Y | -0.9% | +32.7% | -33.6% | -8.1% |
| 3Y | +45.4% | +102.7% | -57.4% | +15.7% |
| All | +59.8% | +189.3% | -129.5% | +13.3% |
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 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