+1,967.8%
STX vs IRM
+481.3%
+1,486.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | -5.1% | -12.2% | -14.6% |
| 30D | -35.9% | -3.3% | -32.7% | -34.3% |
| 3M | -37.3% | -8.2% | -29.2% | -34.1% |
| 6M | -35.8% | -12.8% | -23.1% | -30.8% |
| YTD | +82.7% | +36.6% | +46.1% | +58.3% |
| 1Y | +71.6% | +11.9% | +59.7% | +63.5% |
| 3Y | +635.3% | +105.1% | +530.2% | +407.3% |
| 5Y | +483.8% | +182.4% | +301.4% | +238.5% |
| 10Y | +1,967.8% | +505.1% | +1,462.6% | +710.3% |
| All | +1,967.8% | +481.3% | +1,486.5% | +710.3% |
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