+1,383.2%
STX vs IRM
+101.2%
+1,281.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.8% |
| 7D | +10.7% | +1.6% | +9.1% | +9.8% |
| 30D | +11.3% | -4.2% | +15.5% | +14.3% |
| 3M | +3.2% | -5.4% | +8.6% | +6.5% |
| 6M | +157.0% | +12.0% | +145.0% | +145.3% |
| YTD | +229.2% | +42.0% | +187.2% | +179.8% |
| 1Y | +381.8% | +29.9% | +352.0% | +323.2% |
| 3Y | +1,383.2% | +104.4% | +1,278.8% | +880.0% |
| All | +1,383.2% | +101.2% | +1,281.9% | +880.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling