+655.9%
STM vs IFF
-20.3%
+676.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -1.4% | -3.2% | +1.8% | +0.2% |
| 30D | -4.9% | -0.3% | -4.6% | -5.0% |
| 3M | -34.0% | +8.4% | -42.4% | -37.3% |
| 6M | +51.8% | +23.0% | +28.8% | +33.7% |
| YTD | +99.4% | +25.5% | +73.9% | +72.8% |
| 1Y | +99.1% | +29.1% | +70.0% | +69.0% |
| 3Y | +19.5% | +31.7% | -12.2% | -1.5% |
| 5Y | +19.5% | -35.2% | +54.7% | +39.3% |
| All | +655.9% | -20.3% | +676.1% | +646.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling