+71.5%
SITM vs IRM
+187.5%
-116.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -4.9% |
| 7D | +6.6% | +6.8% | -0.2% | +1.1% |
| 30D | -15.3% | +2.6% | -17.9% | -16.6% |
| 3M | -35.4% | -9.5% | -25.9% | -29.0% |
| 6M | -46.8% | -8.5% | -38.3% | -42.2% |
| YTD | +25.9% | +40.3% | -14.4% | -5.2% |
| 1Y | +54.0% | +28.7% | +25.3% | +24.8% |
| 3Y | +315.6% | +111.8% | +203.7% | +104.9% |
| All | +71.5% | +187.5% | -116.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling