+72.8%
STM vs IBB
+566.2%
-493.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.0% |
| 7D | -10.7% | -1.8% | -8.9% | -9.2% |
| 30D | -25.7% | +5.1% | -30.8% | -28.6% |
| 3M | -21.6% | +10.7% | -32.3% | -28.5% |
| 6M | -27.8% | +22.9% | -50.7% | -40.2% |
| YTD | +61.8% | +26.7% | +35.1% | +30.7% |
| 1Y | +78.1% | +35.1% | +43.0% | +36.1% |
| 3Y | +4.9% | +80.2% | -75.3% | -36.7% |
| 5Y | -14.3% | +37.8% | -52.1% | -35.0% |
| 10Y | +414.1% | +161.2% | +252.9% | +135.5% |
| All | +72.8% | +566.2% | -493.4% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling