-29.9%
STM vs IP
+11.3%
-41.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -4.0% | -8.4% | -11.5% |
| 7D | -20.1% | -5.0% | -15.1% | -19.2% |
| 30D | -32.0% | +6.5% | -38.5% | -32.8% |
| 3M | -24.2% | -18.0% | -6.1% | -20.6% |
| 6M | -29.9% | +10.3% | -40.2% | -34.8% |
| All | -29.9% | +11.3% | -41.2% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling