+2,025.5%
STM vs IFF
+291.5%
+1,734.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +1.9% |
| 7D | +16.3% | -6.9% | +23.2% | +20.6% |
| 30D | -6.3% | -8.9% | +2.6% | -2.1% |
| 3M | -14.1% | -3.7% | -10.4% | -13.2% |
| 6M | -19.6% | +3.5% | -23.0% | -22.6% |
| YTD | +80.1% | +21.2% | +58.9% | +56.6% |
| 1Y | +95.4% | +25.6% | +69.7% | +66.0% |
| 3Y | +14.7% | +19.7% | -5.0% | -1.8% |
| 5Y | -5.4% | -39.8% | +34.4% | +13.9% |
| 10Y | +465.5% | -13.2% | +478.8% | +424.2% |
| All | +2,025.5% | +291.5% | +1,734.0% | +870.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling