+194.0%
STT vs IRM
+520.0%
-326.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +4.8% | +6.8% | -2.0% | +2.0% |
| 30D | +3.9% | +2.6% | +1.3% | +2.6% |
| 3M | -8.2% | -9.5% | +1.3% | -4.8% |
| 6M | +15.6% | -8.5% | +24.1% | +18.9% |
| YTD | +37.6% | +40.3% | -2.6% | +16.8% |
| 1Y | +50.1% | +28.7% | +21.4% | +31.9% |
| 3Y | +183.1% | +111.8% | +71.2% | +90.1% |
| 5Y | +104.8% | +189.1% | -84.3% | +16.7% |
| All | +194.0% | +520.0% | -326.0% | +23.3% |
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