+44.4%
SITM vs IRM
+19.5%
+24.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.7% | -11.0% | -10.7% |
| 7D | -19.5% | +2.6% | -22.1% | -21.1% |
| 30D | -43.2% | +5.6% | -48.8% | -45.4% |
| 3M | -30.8% | -4.7% | -26.1% | -28.5% |
| 6M | -28.6% | -6.1% | -22.5% | -25.9% |
| YTD | +14.2% | +46.3% | -32.2% | -14.6% |
| 1Y | +44.4% | +18.7% | +25.7% | +38.1% |
| All | +44.4% | +19.5% | +24.9% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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