+266.4%
STT vs IBN
+312.2%
-45.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | +1.0% | -5.1% | +6.1% | +3.1% |
| 30D | +2.8% | -3.5% | +6.3% | +4.2% |
| 3M | +18.1% | +11.3% | +6.8% | +13.0% |
| 6M | +59.2% | +4.4% | +54.8% | +55.9% |
| YTD | +51.5% | -1.8% | +53.3% | +51.7% |
| 1Y | +75.7% | -8.0% | +83.6% | +79.9% |
| 3Y | +200.8% | +27.1% | +173.7% | +166.0% |
| 5Y | +155.8% | +54.5% | +101.3% | +108.4% |
| 10Y | +266.4% | +314.2% | -47.9% | +119.5% |
| All | +266.4% | +312.2% | -45.8% | +119.5% |
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