+172.4%
SITM vs IRM
+190.5%
-18.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -0.9% |
| 7D | +3.7% | +3.0% | +0.7% | +1.3% |
| 30D | -14.5% | -5.2% | -9.3% | -10.4% |
| 3M | -10.6% | -8.0% | -2.5% | -4.6% |
| 6M | +65.5% | +9.2% | +56.4% | +53.8% |
| YTD | +67.0% | +41.0% | +26.0% | +25.4% |
| 1Y | +138.6% | +23.3% | +115.4% | +100.0% |
| 3Y | +421.8% | +102.8% | +319.0% | +175.4% |
| 5Y | +172.4% | +192.8% | -20.3% | -1.4% |
| All | +172.4% | +190.5% | -18.0% | -1.4% |
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