+2,813.9%
STT vs IRM
+9,964.6%
-7,150.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.4% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | +3.9% | -8.1% | +11.9% | +7.0% |
| 3M | +20.0% | -9.7% | +29.6% | +24.1% |
| 6M | +55.3% | +10.0% | +45.3% | +48.6% |
| YTD | +53.3% | +43.0% | +10.3% | +32.2% |
| 1Y | +74.7% | +32.7% | +42.0% | +54.1% |
| 3Y | +205.8% | +102.7% | +103.1% | +124.4% |
| 5Y | +145.0% | +187.6% | -42.6% | +55.3% |
| 10Y | +266.0% | +420.1% | -154.1% | +78.4% |
| All | +2,813.9% | +9,964.6% | -7,150.7% | +703.1% |
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