+422.5%
STM vs IBB
+139.6%
+282.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +4.2% |
| 7D | -5.6% | +2.7% | -8.3% | -7.6% |
| 30D | -14.4% | +6.3% | -20.8% | -19.0% |
| 3M | -20.5% | +11.1% | -31.5% | -28.6% |
| 6M | -24.5% | +29.2% | -53.7% | -41.9% |
| YTD | +72.7% | +30.2% | +42.5% | +31.7% |
| 1Y | +91.0% | +39.5% | +51.5% | +36.0% |
| 3Y | +13.5% | +92.3% | -78.8% | -40.9% |
| 5Y | -9.2% | +43.0% | -52.2% | -37.4% |
| 10Y | +422.5% | +137.1% | +285.4% | +147.7% |
| All | +422.5% | +139.6% | +282.9% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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