+111.2%
SITM vs IRE
-84.4%
+195.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +14.0% | -7.4% | +5.2% |
| 7D | +9.7% | +54.8% | -45.1% | +5.0% |
| 30D | +12.7% | +18.4% | -5.7% | +9.9% |
| 3M | -13.4% | -66.7% | +53.3% | -11.8% |
| 6M | +59.6% | -52.3% | +111.9% | +55.2% |
| YTD | +73.3% | -52.3% | +125.6% | +68.5% |
| All | +111.2% | -84.4% | +195.7% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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