+147.8%
SW vs IRM
+418.8%
-271.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.0% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -4.6% | -8.1% | +3.5% | -3.1% |
| 3M | +9.4% | -9.7% | +19.1% | +11.4% |
| 6M | +3.5% | +10.0% | -6.5% | +1.6% |
| YTD | +22.0% | +43.0% | -21.0% | +14.3% |
| 1Y | +2.2% | +32.7% | -30.5% | -3.1% |
| 3Y | +19.6% | +102.7% | -83.1% | +5.8% |
| 5Y | -2.3% | +187.6% | -189.9% | -17.5% |
| All | +147.8% | +418.8% | -271.0% | +101.8% |
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