+678.9%
STM vs IP
+23.2%
+655.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.8% |
| 7D | +5.8% | -5.3% | +11.1% | +8.5% |
| 30D | -1.0% | -10.9% | +9.8% | +4.4% |
| 3M | -33.3% | +11.2% | -44.4% | -37.7% |
| 6M | +57.4% | -10.2% | +67.6% | +61.5% |
| YTD | +102.2% | -2.0% | +104.2% | +97.5% |
| 1Y | +99.6% | -19.1% | +118.7% | +112.8% |
| 3Y | +14.5% | +20.9% | -6.3% | -6.3% |
| 5Y | +21.4% | -17.8% | +39.2% | +21.2% |
| All | +678.9% | +23.2% | +655.7% | +498.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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