+21.0%
STM vs IP
-17.2%
+38.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +0.9% |
| 7D | +5.8% | -5.3% | +11.1% | +8.2% |
| 30D | -1.0% | -10.9% | +9.8% | +3.7% |
| 3M | -33.3% | +11.2% | -44.4% | -37.3% |
| 6M | +57.4% | -10.2% | +67.6% | +61.5% |
| YTD | +102.2% | -2.0% | +104.2% | +98.4% |
| 1Y | +99.6% | -19.1% | +118.7% | +112.5% |
| 3Y | +14.5% | +20.9% | -6.3% | -5.1% |
| All | +21.0% | -17.2% | +38.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling