+97.4%
STM vs IRM
+31.5%
+65.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +5.2% | +1.6% | +3.6% | +4.1% |
| 30D | -7.4% | -4.2% | -3.2% | -4.9% |
| 3M | -30.6% | -5.4% | -25.3% | -28.6% |
| 6M | +66.4% | +12.0% | +54.4% | +59.0% |
| YTD | +101.1% | +42.0% | +59.1% | +76.4% |
| 1Y | +97.4% | +29.9% | +67.5% | +79.8% |
| All | +97.4% | +31.5% | +65.9% | +79.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling