+31.1%
SOLS vs IRM
+12.1%
+19.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | +3.7% | +3.0% | +0.7% | +2.6% |
| 30D | +5.0% | -5.2% | +10.2% | +7.0% |
| 3M | -21.1% | -8.0% | -13.1% | -19.0% |
| 6M | -14.2% | +9.2% | -23.3% | -17.6% |
| YTD | +30.6% | +41.0% | -10.4% | +21.8% |
| All | +31.1% | +12.1% | +19.0% | +13.2% |
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