+21.5%
SW vs IRM
-5.1%
+26.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.3% |
| 7D | +12.1% | +2.6% | +9.5% | +10.7% |
| 30D | +6.6% | +5.6% | +0.9% | +3.6% |
| 3M | -6.0% | -4.7% | -1.3% | -3.6% |
| 6M | +21.5% | -6.1% | +27.6% | +24.4% |
| All | +21.5% | -5.1% | +26.5% | +24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling