+657.6%
STM vs IRM
+407.3%
+250.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +5.2% | +1.6% | +3.6% | +4.4% |
| 30D | -7.4% | -4.2% | -3.2% | -5.5% |
| 3M | -30.6% | -5.4% | -25.3% | -28.9% |
| 6M | +66.4% | +12.0% | +54.4% | +58.8% |
| YTD | +101.1% | +42.0% | +59.1% | +72.2% |
| 1Y | +97.4% | +29.9% | +67.5% | +74.8% |
| 3Y | +21.1% | +104.4% | -83.2% | -14.7% |
| 5Y | +22.5% | +191.0% | -168.5% | -26.6% |
| 10Y | +657.6% | +417.1% | +240.5% | +243.2% |
| All | +657.6% | +407.3% | +250.3% | +243.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling