+1,051.7%
STM vs IRM
+9,145.3%
-8,093.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +4.0% |
| 7D | -10.7% | -8.6% | -2.1% | -7.2% |
| 30D | -25.7% | -8.0% | -17.8% | -22.8% |
| 3M | -21.6% | -12.0% | -9.6% | -16.9% |
| 6M | -27.8% | -18.2% | -9.6% | -21.1% |
| YTD | +61.8% | +31.4% | +30.4% | +46.2% |
| 1Y | +78.1% | +9.2% | +68.9% | +72.7% |
| 3Y | +4.9% | +94.6% | -89.7% | -20.6% |
| 5Y | -14.3% | +170.2% | -184.4% | -43.4% |
| 10Y | +414.1% | +464.3% | -50.2% | +143.2% |
| All | +1,051.7% | +9,145.3% | -8,093.7% | +194.9% |
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