+2,398.0%
SO vs IRM
+9,145.3%
-6,747.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.0% | -1.2% |
| 7D | -1.5% | -8.6% | +7.1% | -0.1% |
| 30D | +8.1% | -8.0% | +16.0% | +9.3% |
| 3M | +0.2% | -12.0% | +12.2% | +2.1% |
| 6M | +0.4% | -18.2% | +18.5% | +3.3% |
| YTD | +8.5% | +31.4% | -22.9% | +2.6% |
| 1Y | +4.9% | +9.2% | -4.2% | +2.3% |
| 3Y | +47.9% | +94.6% | -46.7% | +28.8% |
| 5Y | +75.7% | +170.2% | -94.5% | +43.7% |
| 10Y | +178.0% | +464.3% | -286.3% | +99.9% |
| All | +2,398.0% | +9,145.3% | -6,747.4% | +1,287.8% |
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