+16,011.1%
STX vs IRM
+2,185.8%
+13,825.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.5% |
| 7D | +2.4% | -0.5% | +2.8% | +2.6% |
| 30D | +1.4% | -8.1% | +9.5% | +5.9% |
| 3M | -8.2% | -9.7% | +1.4% | -3.2% |
| 6M | +127.0% | +10.0% | +117.0% | +117.9% |
| YTD | +209.1% | +43.0% | +166.2% | +160.4% |
| 1Y | +365.4% | +32.7% | +332.8% | +304.2% |
| 3Y | +1,135.4% | +102.7% | +1,032.7% | +755.6% |
| 5Y | +991.5% | +187.6% | +803.9% | +525.4% |
| 10Y | +3,695.8% | +420.1% | +3,275.7% | +1,449.7% |
| All | +16,011.1% | +2,185.8% | +13,825.3% | +2,614.6% |
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