+32.0%
STM vs IRE
-98.0%
+130.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -33.9% | +21.6% | -8.3% |
| 7D | -20.1% | -57.1% | +37.1% | -12.8% |
| 30D | -32.0% | -84.4% | +52.5% | -18.2% |
| 3M | -24.2% | -85.0% | +60.8% | -9.9% |
| 6M | -29.9% | -95.2% | +65.3% | -12.5% |
| YTD | +54.9% | -93.9% | +148.8% | +85.8% |
| 1Y | +68.0% | -98.8% | +166.8% | +96.7% |
| All | +32.0% | -98.0% | +130.0% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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