+422.5%
STM vs IBN
+368.7%
+53.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | -5.6% | +14.6% | -20.2% | -11.7% |
| 30D | -14.4% | +23.5% | -38.0% | -23.0% |
| 3M | -20.5% | +14.0% | -34.5% | -25.7% |
| 6M | -24.5% | +31.1% | -55.6% | -34.2% |
| YTD | +72.7% | +16.6% | +56.1% | +59.0% |
| 1Y | +91.0% | +14.9% | +76.1% | +77.0% |
| 3Y | +13.5% | +56.9% | -43.4% | -10.9% |
| 5Y | -9.2% | +69.7% | -78.9% | -31.3% |
| 10Y | +422.5% | +365.4% | +57.2% | +155.3% |
| All | +422.5% | +368.7% | +53.9% | +155.3% |
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