+96.5%
STM vs IFF
+44.8%
+51.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.9% | -1.2% | -5.1% |
| 7D | -6.0% | -3.3% | -2.7% | -5.4% |
| 30D | -20.9% | +5.3% | -26.2% | -22.1% |
| 3M | -15.8% | +8.9% | -24.6% | -18.0% |
| 6M | -17.0% | +26.3% | -43.4% | -23.1% |
| YTD | +76.8% | +32.2% | +44.6% | +58.5% |
| 1Y | +96.5% | +45.8% | +50.7% | +72.7% |
| All | +96.5% | +44.8% | +51.7% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling