+18.7%
IRM vs STLA
-53.0%
+71.7%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.8% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | +5.6% | +3.6% | +2.1% | +5.7% |
| 3M | -4.7% | -20.6% | +15.9% | -5.6% |
| 6M | -6.1% | -34.3% | +28.2% | -7.2% |
| YTD | +46.3% | -57.3% | +103.6% | +40.0% |
| 1Y | +18.7% | -52.6% | +71.4% | +7.4% |
| All | +18.7% | -53.0% | +71.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling