+4,507.3%
SITM vs IRM
+376.3%
+4,131.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -1.7% |
| 7D | +8.4% | +1.6% | +6.7% | +7.2% |
| 30D | -17.4% | -4.2% | -13.2% | -14.7% |
| 3M | -9.8% | -5.4% | -4.5% | -6.5% |
| 6M | +83.0% | +12.0% | +70.9% | +69.9% |
| YTD | +69.6% | +42.0% | +27.5% | +33.7% |
| 1Y | +144.9% | +29.9% | +115.0% | +105.4% |
| 3Y | +429.9% | +104.4% | +325.5% | +229.1% |
| 5Y | +169.2% | +191.0% | -21.8% | +35.7% |
| All | +4,507.3% | +376.3% | +4,131.0% | +1,513.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling