+1,507.7%
SRE vs IRM
+3,617.0%
-2,109.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.3% | -1.0% |
| 7D | -0.3% | -0.5% | +0.1% | -0.2% |
| 30D | -0.7% | -8.1% | +7.3% | +1.3% |
| 3M | -6.3% | -9.7% | +3.4% | -4.1% |
| 6M | -10.7% | +10.0% | -20.6% | -13.4% |
| YTD | -3.5% | +43.0% | -46.5% | -12.7% |
| 1Y | +5.3% | +32.7% | -27.4% | -3.3% |
| 3Y | +31.8% | +102.7% | -70.9% | +6.6% |
| 5Y | +47.4% | +187.6% | -140.2% | +7.6% |
| 10Y | +120.6% | +420.1% | -299.5% | +35.7% |
| All | +1,507.7% | +3,617.0% | -2,109.3% | +628.4% |
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 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