+103.6%
SITM vs IRE
-84.0%
+187.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -0.8% |
| 7D | +3.7% | +29.0% | -25.3% | +1.0% |
| 30D | -14.5% | +24.2% | -38.7% | -16.9% |
| 3M | -10.6% | -53.2% | +42.6% | -10.3% |
| 6M | +65.5% | -36.0% | +101.6% | +60.9% |
| YTD | +67.0% | -51.0% | +118.0% | +61.8% |
| All | +103.6% | -84.0% | +187.6% | +92.3% |
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