+266.4%
STT vs IRM
+418.7%
-152.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.0% | +3.0% | -2.0% | -0.2% |
| 30D | +2.8% | -5.2% | +8.0% | +4.9% |
| 3M | +18.1% | -8.0% | +26.2% | +21.7% |
| 6M | +59.2% | +9.2% | +50.1% | +52.1% |
| YTD | +51.5% | +41.0% | +10.5% | +29.1% |
| 1Y | +75.7% | +23.3% | +52.4% | +57.6% |
| 3Y | +200.8% | +102.8% | +97.9% | +108.7% |
| 5Y | +155.8% | +192.8% | -37.0% | +47.7% |
| 10Y | +266.4% | +439.6% | -173.3% | +56.9% |
| All | +266.4% | +418.7% | -152.3% | +56.9% |
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 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