+730.4%
SW vs IRM
+879.7%
-149.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.1% | +9.6% | -0.3% |
| 7D | +4.7% | -10.9% | +15.5% | +5.9% |
| 30D | +5.0% | -9.4% | +14.4% | +6.1% |
| 3M | -7.3% | -16.4% | +9.0% | -5.6% |
| 6M | +15.0% | -18.7% | +33.7% | +17.5% |
| YTD | +18.5% | +30.1% | -11.6% | +15.2% |
| 1Y | +27.1% | +8.5% | +18.6% | +25.8% |
| 3Y | +49.3% | +88.0% | -38.7% | +40.7% |
| 5Y | -1.6% | +167.6% | -169.2% | -9.6% |
| 10Y | +185.4% | +458.9% | -273.5% | +148.6% |
| All | +730.4% | +879.7% | -149.4% | +620.1% |
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