+1,285.0%
IRM vs STLA
+263.8%
+1,021.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.5% |
| 7D | -0.5% | +2.6% | -3.0% | -0.8% |
| 30D | -8.1% | -1.2% | -6.8% | -8.1% |
| 3M | -9.7% | -24.8% | +15.1% | -6.2% |
| 6M | +10.0% | -25.6% | +35.6% | +14.0% |
| YTD | +43.0% | -48.9% | +91.9% | +55.2% |
| 1Y | +32.7% | -38.8% | +71.4% | +39.1% |
| 3Y | +102.7% | -64.5% | +167.3% | +126.5% |
| 5Y | +187.6% | -62.4% | +250.0% | +213.0% |
| 10Y | +420.1% | +55.4% | +364.7% | +368.4% |
| All | +1,285.0% | +263.8% | +1,021.2% | +1,149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling