+32.9%
STM vs IBN
+1,532.9%
-1,500.1%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +5.8% | +1.4% | +4.4% | +5.3% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | -33.3% | +17.1% | -50.4% | -36.7% |
| 6M | +57.4% | +3.4% | +54.0% | +55.4% |
| YTD | +102.2% | +2.5% | +99.7% | +100.2% |
| 1Y | +99.6% | -4.2% | +103.8% | +101.6% |
| 3Y | +14.5% | +32.4% | -17.9% | +3.4% |
| 5Y | +21.4% | +59.2% | -37.8% | +3.6% |
| 10Y | +695.0% | +345.7% | +349.3% | +372.6% |
| All | +32.9% | +1,532.9% | -1,500.1% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling