+23.3%
IRM vs STLA
-41.2%
+64.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.8% |
| 7D | +3.0% | +0.4% | +2.6% | +3.0% |
| 30D | -5.2% | -5.2% | 0.0% | -5.2% |
| 3M | -8.0% | -24.9% | +16.8% | -8.0% |
| 6M | +9.2% | -25.2% | +34.3% | +9.0% |
| YTD | +41.0% | -51.4% | +92.4% | +40.6% |
| 1Y | +23.3% | -40.7% | +63.9% | +17.7% |
| All | +23.3% | -41.2% | +64.5% | +17.7% |
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