+1,434.4%
SRE vs IRM
+3,546.2%
-2,111.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +1.8% | +6.8% | -5.0% | 0.0% |
| 30D | -3.0% | +2.6% | -5.6% | -3.8% |
| 3M | -7.3% | -9.5% | +2.2% | -5.2% |
| 6M | -11.9% | -8.5% | -3.4% | -10.4% |
| YTD | -7.9% | +40.3% | -48.1% | -16.5% |
| 1Y | -11.1% | +28.7% | -39.8% | -17.8% |
| 3Y | +24.8% | +111.8% | -87.0% | -0.4% |
| 5Y | +52.4% | +189.1% | -136.7% | +11.0% |
| 10Y | +127.9% | +519.8% | -391.9% | +34.9% |
| All | +1,434.4% | +3,546.2% | -2,111.8% | +596.6% |
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 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