+65.5%
STM vs IBB
+554.8%
-489.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.0% | -7.4% | -8.2% |
| 7D | -20.1% | -3.6% | -16.5% | -17.5% |
| 30D | -32.0% | +3.4% | -35.4% | -33.8% |
| 3M | -24.2% | +9.5% | -33.7% | -30.3% |
| 6M | -29.9% | +23.3% | -53.2% | -42.1% |
| YTD | +54.9% | +24.5% | +30.4% | +26.9% |
| 1Y | +68.0% | +32.9% | +35.1% | +30.1% |
| 3Y | -0.1% | +76.6% | -76.7% | -38.7% |
| 5Y | -17.9% | +35.5% | -53.4% | -36.9% |
| 10Y | +392.2% | +156.7% | +235.5% | +128.7% |
| All | +65.5% | +554.8% | -489.3% | -71.2% |
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 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