+37.9%
STM vs IRE
-97.2%
+135.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +39.6% | -35.2% | -0.3% |
| 7D | -10.7% | -27.2% | +16.4% | -9.0% |
| 30D | -25.7% | -75.1% | +49.4% | -15.9% |
| 3M | -21.6% | -77.9% | +56.3% | -11.5% |
| 6M | -27.8% | -94.6% | +66.8% | -12.8% |
| YTD | +61.8% | -91.5% | +153.3% | +85.2% |
| 1Y | +78.1% | -97.8% | +175.9% | +99.7% |
| All | +37.9% | -97.2% | +135.1% | +55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling