+6,924.1%
SU vs IRM
+9,897.4%
-2,973.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -1.0% | +1.6% | -2.6% | -1.4% |
| 30D | +13.7% | -4.2% | +17.9% | +14.9% |
| 3M | +8.0% | -5.4% | +13.4% | +9.2% |
| 6M | +21.0% | +12.0% | +9.0% | +16.1% |
| YTD | +56.2% | +42.0% | +14.2% | +39.6% |
| 1Y | +72.2% | +29.9% | +42.3% | +57.1% |
| 3Y | +118.1% | +104.4% | +13.7% | +70.3% |
| 5Y | +350.3% | +191.0% | +159.3% | +212.8% |
| 10Y | +248.5% | +417.1% | -168.6% | +101.0% |
| All | +6,924.1% | +9,897.4% | -2,973.3% | +2,553.1% |
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