+3,621.5%
STX vs IRM
+418.7%
+3,202.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +9.6% | +3.0% | +6.5% | +7.9% |
| 30D | +10.6% | -5.2% | +15.8% | +13.9% |
| 3M | +4.8% | -8.0% | +12.8% | +9.5% |
| 6M | +137.3% | +9.2% | +128.1% | +128.6% |
| YTD | +222.5% | +41.0% | +181.5% | +174.2% |
| 1Y | +366.2% | +23.3% | +343.0% | +320.2% |
| 3Y | +1,352.9% | +102.8% | +1,250.1% | +905.3% |
| 5Y | +1,077.4% | +192.8% | +884.7% | +571.3% |
| 10Y | +3,621.5% | +439.6% | +3,181.9% | +1,421.0% |
| All | +3,621.5% | +418.7% | +3,202.8% | +1,421.0% |
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 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