+130.2%
SRE vs IRM
+520.0%
-389.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +1.8% | +6.8% | -5.0% | -0.6% |
| 30D | -3.0% | +2.6% | -5.6% | -4.2% |
| 3M | -7.3% | -9.5% | +2.2% | -4.4% |
| 6M | -11.9% | -8.5% | -3.4% | -9.9% |
| YTD | -7.9% | +40.3% | -48.1% | -20.1% |
| 1Y | -11.1% | +28.7% | -39.8% | -20.6% |
| 3Y | +24.8% | +111.8% | -87.0% | -12.2% |
| 5Y | +52.4% | +189.1% | -136.7% | -8.1% |
| All | +130.2% | +520.0% | -389.8% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling