+657.6%
STM vs IBN
+312.4%
+345.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.7% |
| 7D | +5.2% | -2.2% | +7.4% | +6.3% |
| 30D | -7.4% | -2.3% | -5.1% | -6.4% |
| 3M | -30.6% | +15.9% | -46.5% | -35.4% |
| 6M | +66.4% | +5.6% | +60.8% | +61.6% |
| YTD | +101.1% | -0.1% | +101.2% | +100.4% |
| 1Y | +97.4% | -6.5% | +103.9% | +102.1% |
| 3Y | +21.1% | +29.3% | -8.2% | +5.1% |
| 5Y | +22.5% | +56.6% | -34.1% | -2.9% |
| 10Y | +657.6% | +314.4% | +343.2% | +300.2% |
| All | +657.6% | +312.4% | +345.2% | +300.2% |
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