+444.1%
STM vs IBB
+130.8%
+313.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +1.4% |
| 7D | -7.9% | +0.8% | -8.7% | -8.3% |
| 30D | -14.1% | +5.2% | -19.3% | -17.9% |
| 3M | -17.6% | +8.6% | -26.2% | -24.4% |
| 6M | -24.2% | +27.8% | -52.1% | -41.2% |
| YTD | +73.3% | +28.8% | +44.5% | +33.5% |
| 1Y | +90.1% | +36.4% | +53.7% | +38.1% |
| 3Y | +10.3% | +89.3% | -79.0% | -41.8% |
| 5Y | -5.7% | +43.3% | -49.0% | -35.2% |
| 10Y | +444.1% | +130.6% | +313.4% | +159.8% |
| All | +444.1% | +130.8% | +313.3% | +159.8% |
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