+21.0%
STM vs IBN
+61.6%
-40.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +5.8% | +1.4% | +4.4% | +4.9% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | -33.3% | +17.1% | -50.4% | -39.3% |
| 6M | +57.4% | +3.4% | +54.0% | +53.6% |
| YTD | +102.2% | +2.5% | +99.7% | +98.1% |
| 1Y | +99.6% | -4.2% | +103.8% | +102.4% |
| 3Y | +14.5% | +32.4% | -17.9% | -8.6% |
| All | +21.0% | +61.6% | -40.6% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling