+465.1%
STM vs IBN
+385.6%
+79.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +12.0% | +1.9% | +10.1% | +11.1% |
| 30D | -0.4% | +22.1% | -22.5% | -9.8% |
| 3M | -13.2% | +17.1% | -30.3% | -20.0% |
| 6M | -26.1% | +35.5% | -61.6% | -36.6% |
| YTD | +81.2% | +16.8% | +64.4% | +66.7% |
| 1Y | +98.3% | +12.4% | +85.9% | +85.7% |
| 3Y | +16.7% | +58.0% | -41.3% | -8.7% |
| 5Y | -4.8% | +73.7% | -78.6% | -28.8% |
| All | +465.1% | +385.6% | +79.5% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling