+4,789.7%
SITM vs IRM
+372.6%
+4,417.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.2% |
| 7D | +3.9% | -1.4% | +5.3% | +4.9% |
| 30D | -6.6% | -7.4% | +0.8% | -1.3% |
| 3M | -11.9% | -7.4% | -4.5% | -7.3% |
| 6M | +81.1% | +8.7% | +72.5% | +71.5% |
| YTD | +80.0% | +40.9% | +39.0% | +42.6% |
| 1Y | +145.8% | +20.5% | +125.3% | +116.6% |
| 3Y | +475.9% | +101.7% | +374.2% | +260.8% |
| 5Y | +189.2% | +197.7% | -8.4% | +44.5% |
| All | +4,789.7% | +372.6% | +4,417.1% | +1,620.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling