+392.6%
STM vs IBB
+156.3%
+236.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +2.8% |
| 7D | -10.7% | -1.8% | -8.9% | -9.0% |
| 30D | -25.7% | +5.1% | -30.8% | -28.9% |
| 3M | -21.6% | +10.7% | -32.3% | -29.3% |
| 6M | -27.8% | +22.9% | -50.7% | -41.6% |
| YTD | +61.8% | +26.7% | +35.1% | +27.0% |
| 1Y | +78.1% | +35.1% | +43.0% | +31.2% |
| 3Y | +4.9% | +80.2% | -75.3% | -41.4% |
| 5Y | -14.3% | +37.8% | -52.1% | -38.6% |
| All | +392.6% | +156.3% | +236.3% | +148.1% |
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