+445.6%
SITM vs IRM
+98.2%
+347.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +3.6% |
| 7D | +4.8% | -1.8% | +6.6% | +6.3% |
| 30D | -9.7% | -7.8% | -2.0% | -3.5% |
| 3M | -9.3% | -7.9% | -1.5% | -3.7% |
| 6M | +69.5% | +6.3% | +63.2% | +60.4% |
| YTD | +70.5% | +38.2% | +32.4% | +30.7% |
| 1Y | +145.3% | +19.8% | +125.4% | +110.9% |
| All | +445.6% | +98.2% | +347.5% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling