+21.0%
STM vs IBB
+22.5%
-1.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.7% |
| 7D | +5.8% | +1.4% | +4.4% | +4.4% |
| 30D | -1.0% | +10.5% | -11.5% | -10.6% |
| 3M | -33.3% | +23.6% | -56.9% | -46.3% |
| 6M | +57.4% | +22.6% | +34.7% | +27.0% |
| YTD | +102.2% | +25.7% | +76.5% | +59.0% |
| 1Y | +99.6% | +51.4% | +48.2% | +29.8% |
| 3Y | +14.5% | +64.4% | -49.9% | -32.2% |
| All | +21.0% | +22.5% | -1.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling