+37.0%
SOLS vs IRM
+11.6%
+25.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +14.0% | +6.8% | +7.2% | +10.7% |
| 30D | +10.0% | +2.6% | +7.4% | +8.6% |
| 3M | +5.8% | -9.5% | +15.3% | +9.7% |
| 6M | -25.2% | -8.5% | -16.7% | -23.2% |
| YTD | +36.5% | +40.3% | -3.7% | +27.4% |
| 1Y | +45.0% | +28.7% | +16.4% | +31.2% |
| All | +37.0% | +11.6% | +25.5% | +18.4% |
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