-2.3%
SW vs IRM
+189.3%
-191.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.8% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | -4.6% | -8.1% | +3.5% | -2.5% |
| 3M | +9.4% | -9.7% | +19.1% | +12.2% |
| 6M | +3.5% | +10.0% | -6.5% | +0.8% |
| YTD | +22.0% | +43.0% | -21.0% | +11.1% |
| 1Y | +2.2% | +32.7% | -30.5% | -5.3% |
| 3Y | +19.6% | +102.7% | -83.1% | 0.0% |
| All | -2.3% | +189.3% | -191.7% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling