+182.7%
SW vs IRM
+456.9%
-274.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +2.3% | -8.6% | +10.9% | +3.9% |
| 30D | +6.8% | -8.0% | +14.8% | +8.3% |
| 3M | -5.2% | -12.0% | +6.8% | -3.2% |
| 6M | +7.4% | -18.2% | +25.6% | +11.2% |
| YTD | +17.4% | +31.4% | -14.0% | +11.6% |
| 1Y | +27.1% | +9.2% | +17.9% | +24.5% |
| 3Y | +47.9% | +94.6% | -46.7% | +32.4% |
| 5Y | -2.6% | +170.2% | -172.7% | -16.2% |
| All | +182.7% | +456.9% | -274.2% | +119.7% |
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