+465.1%
STM vs IBB
+126.8%
+338.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.0% |
| 7D | +12.0% | -0.5% | +12.5% | +12.6% |
| 30D | -0.4% | +4.6% | -4.9% | -4.1% |
| 3M | -13.2% | +6.8% | -20.0% | -19.2% |
| 6M | -26.1% | +23.1% | -49.2% | -40.5% |
| YTD | +81.2% | +26.0% | +55.2% | +42.3% |
| 1Y | +98.3% | +30.4% | +67.9% | +50.5% |
| 3Y | +16.7% | +85.4% | -68.7% | -37.3% |
| 5Y | -4.8% | +39.7% | -44.6% | -33.1% |
| All | +465.1% | +126.8% | +338.3% | +177.1% |
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