+68.0%
STM vs IP
-1.7%
+69.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.0% | -8.4% | -11.3% |
| 7D | -20.1% | -5.0% | -15.1% | -18.9% |
| 30D | -32.0% | +6.5% | -38.5% | -33.2% |
| 3M | -24.2% | -18.0% | -6.1% | -19.9% |
| 6M | -29.9% | +10.3% | -40.2% | -33.9% |
| YTD | +54.9% | -9.9% | +64.8% | +60.0% |
| 1Y | +68.0% | -1.1% | +69.0% | +66.1% |
| All | +68.0% | -1.7% | +69.7% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling