+194.0%
STT vs IBN
+385.6%
-191.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +4.8% | +1.9% | +2.9% | +4.0% |
| 30D | +3.9% | +22.1% | -18.2% | -4.3% |
| 3M | -8.2% | +17.1% | -25.3% | -14.1% |
| 6M | +15.6% | +35.5% | -19.9% | +1.8% |
| YTD | +37.6% | +16.8% | +20.8% | +28.3% |
| 1Y | +50.1% | +12.4% | +37.7% | +42.1% |
| 3Y | +183.1% | +58.0% | +125.0% | +128.2% |
| 5Y | +104.8% | +73.7% | +31.1% | +58.7% |
| All | +194.0% | +385.6% | -191.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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