+4.9%
STM vs IRM
+90.1%
-85.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +3.9% |
| 7D | -10.7% | -8.6% | -2.1% | -5.6% |
| 30D | -25.7% | -8.0% | -17.8% | -21.6% |
| 3M | -21.6% | -12.0% | -9.6% | -15.1% |
| 6M | -27.8% | -18.2% | -9.6% | -18.8% |
| YTD | +61.8% | +31.4% | +30.4% | +45.0% |
| 1Y | +78.1% | +9.2% | +68.9% | +73.1% |
| 3Y | +4.9% | +94.6% | -89.7% | -37.0% |
| All | +4.9% | +90.1% | -85.2% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling