+1,339.5%
STM vs IRM
+9,964.6%
-8,625.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.2% |
| 7D | +5.8% | -0.5% | +6.3% | +5.9% |
| 30D | -1.0% | -8.1% | +7.1% | +2.3% |
| 3M | -33.3% | -9.7% | -23.6% | -30.5% |
| 6M | +57.4% | +10.0% | +47.4% | +52.1% |
| YTD | +102.2% | +43.0% | +59.2% | +75.4% |
| 1Y | +99.6% | +32.7% | +66.9% | +77.6% |
| 3Y | +14.5% | +102.7% | -88.2% | -15.3% |
| 5Y | +21.4% | +187.6% | -166.2% | -22.6% |
| 10Y | +695.0% | +420.1% | +274.9% | +283.5% |
| All | +1,339.5% | +9,964.6% | -8,625.1% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling