+2,431.2%
SO vs IRM
+9,521.2%
-7,089.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.7% | +0.7% |
| 7D | -1.1% | -3.8% | +2.7% | -0.6% |
| 30D | +8.6% | -3.2% | +11.8% | +8.9% |
| 3M | +1.8% | -7.8% | +9.6% | +2.8% |
| 6M | +3.6% | -12.7% | +16.3% | +5.4% |
| YTD | +9.9% | +36.7% | -26.8% | +3.3% |
| 1Y | +5.7% | +10.0% | -4.3% | +2.9% |
| 3Y | +52.5% | +107.2% | -54.7% | +31.4% |
| 5Y | +77.3% | +181.6% | -104.2% | +44.0% |
| 10Y | +186.8% | +481.1% | -294.4% | +105.1% |
| All | +2,431.2% | +9,521.2% | -7,089.9% | +1,296.9% |
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 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