+90.1%
STM vs IBB
+36.9%
+53.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +1.0% |
| 7D | -7.9% | +0.8% | -8.7% | -7.9% |
| 30D | -14.1% | +5.2% | -19.3% | -15.7% |
| 3M | -17.6% | +8.6% | -26.2% | -20.7% |
| 6M | -24.2% | +27.8% | -52.1% | -35.2% |
| YTD | +73.3% | +28.8% | +44.5% | +45.3% |
| 1Y | +90.1% | +36.4% | +53.7% | +54.3% |
| All | +90.1% | +36.9% | +53.2% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling