+94.6%
IRM vs STLA
-74.0%
+168.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -8.6% | -4.5% | -4.1% | -8.2% |
| 30D | -8.0% | -3.9% | -4.1% | -7.7% |
| 3M | -12.0% | -20.2% | +8.2% | -10.2% |
| 6M | -18.2% | -42.2% | +24.0% | -13.7% |
| YTD | +31.4% | -59.3% | +90.7% | +43.4% |
| 1Y | +9.2% | -56.1% | +65.2% | +17.3% |
| 3Y | +94.6% | -73.7% | +168.2% | +112.6% |
| All | +94.6% | -74.0% | +168.6% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling