+743.1%
SW vs IRM
+1,002.0%
-258.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.9% |
| 7D | +12.1% | +2.6% | +9.5% | +11.7% |
| 30D | +6.6% | +5.6% | +0.9% | +5.9% |
| 3M | -6.0% | -4.7% | -1.3% | -5.6% |
| 6M | +21.5% | -6.1% | +27.6% | +22.2% |
| YTD | +20.3% | +46.3% | -26.0% | +15.6% |
| 1Y | +28.1% | +18.7% | +9.4% | +25.5% |
| 3Y | +51.6% | +111.5% | -59.9% | +41.1% |
| 5Y | -0.1% | +210.3% | -210.4% | -9.6% |
| 10Y | +189.7% | +528.6% | -338.9% | +149.3% |
| All | +743.1% | +1,002.0% | -258.9% | +622.0% |
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