+2,283.5%
SO vs IRM
+9,964.6%
-7,681.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -4.6% | -8.1% | +3.5% | -3.3% |
| 3M | -3.0% | -9.7% | +6.6% | -1.6% |
| 6M | -8.3% | +10.0% | -18.2% | -10.1% |
| YTD | +3.5% | +43.0% | -39.5% | -3.2% |
| 1Y | -0.9% | +32.7% | -33.6% | -6.4% |
| 3Y | +45.4% | +102.7% | -57.4% | +26.1% |
| 5Y | +59.6% | +187.6% | -128.0% | +29.4% |
| 10Y | +156.6% | +420.1% | -263.5% | +85.9% |
| All | +2,283.5% | +9,964.6% | -7,681.1% | +1,209.0% |
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