+20.7%
IRM vs STLA
-64.2%
+84.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.1% | +8.0% | +1.9% |
| 7D | +8.6% | -13.1% | +21.7% | +8.5% |
| 30D | 0.0% | -13.3% | +13.2% | 0.0% |
| 3M | -7.1% | -27.9% | +20.7% | -7.6% |
| 6M | -7.9% | -47.8% | +40.0% | -9.1% |
| YTD | +41.3% | -64.6% | +105.9% | +36.5% |
| 1Y | +20.7% | -64.0% | +84.7% | +15.4% |
| All | +20.7% | -64.2% | +84.9% | +15.4% |
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