+2,273.4%
STM vs IFF
+315.1%
+1,958.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | -7.4% | -0.3% | -7.0% | -7.4% |
| 3M | -30.6% | +18.6% | -49.2% | -37.4% |
| 6M | +66.4% | +17.4% | +49.0% | +48.8% |
| YTD | +101.1% | +28.5% | +72.7% | +70.7% |
| 1Y | +97.4% | +32.5% | +64.8% | +63.7% |
| 3Y | +21.1% | +34.1% | -12.9% | -2.0% |
| 5Y | +22.5% | -35.2% | +57.6% | +41.9% |
| 10Y | +657.6% | -21.1% | +678.7% | +645.8% |
| All | +2,273.4% | +315.1% | +1,958.3% | +958.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling