+116.0%
STM vs IBB
+560.8%
-444.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | +5.8% | +1.4% | +4.4% | +4.5% |
| 30D | -1.0% | +10.5% | -11.5% | -9.5% |
| 3M | -33.3% | +23.6% | -56.9% | -44.7% |
| 6M | +57.4% | +22.6% | +34.7% | +30.9% |
| YTD | +102.2% | +25.7% | +76.5% | +64.7% |
| 1Y | +99.6% | +51.4% | +48.2% | +38.9% |
| 3Y | +14.5% | +64.4% | -49.9% | -25.2% |
| 5Y | +21.4% | +22.1% | -0.8% | +1.6% |
| 10Y | +695.0% | +132.5% | +562.5% | +298.4% |
| All | +116.0% | +560.8% | -444.8% | -62.6% |
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