+31.2%
SRE vs IRM
+102.2%
-71.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +1.5% | +3.0% | -1.6% | +0.7% |
| 30D | +0.8% | -5.2% | +6.0% | +2.1% |
| 3M | -5.8% | -8.0% | +2.3% | -4.1% |
| 6M | -7.8% | +9.2% | -17.0% | -10.4% |
| YTD | -2.4% | +41.0% | -43.3% | -11.2% |
| 1Y | +8.9% | +23.3% | -14.3% | +2.1% |
| All | +31.2% | +102.2% | -71.0% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling