+89.4%
STM vs IBB
+38.4%
+51.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +5.2% |
| 7D | -5.6% | +2.7% | -8.3% | -6.5% |
| 30D | -14.4% | +6.3% | -20.8% | -16.5% |
| 3M | -20.5% | +11.1% | -31.5% | -24.5% |
| 6M | -24.5% | +29.2% | -53.7% | -35.9% |
| YTD | +72.7% | +30.2% | +42.5% | +43.9% |
| All | +89.4% | +38.4% | +51.0% | +52.8% |
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 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