+193.5%
IRM vs STLA
-62.4%
+255.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.4% |
| 7D | -0.5% | +2.6% | -3.0% | -0.9% |
| 30D | -8.1% | -1.2% | -6.8% | -8.0% |
| 3M | -9.7% | -24.8% | +15.1% | -5.7% |
| 6M | +10.0% | -25.6% | +35.6% | +14.5% |
| YTD | +43.0% | -48.9% | +91.9% | +57.6% |
| 1Y | +32.7% | -38.8% | +71.4% | +39.2% |
| 3Y | +102.7% | -64.5% | +167.3% | +131.8% |
| All | +193.5% | -62.4% | +255.8% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling