+203.1%
STT vs IBN
+389.8%
-186.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.4% | +11.1% | -10.7% | -3.8% |
| 30D | -0.4% | +23.9% | -24.3% | -8.8% |
| 3M | -6.5% | +16.3% | -22.8% | -12.2% |
| 6M | +17.2% | +34.2% | -17.0% | +3.6% |
| YTD | +38.2% | +17.6% | +20.7% | +28.5% |
| 1Y | +49.3% | +13.8% | +35.4% | +40.6% |
| 3Y | +181.9% | +57.0% | +124.9% | +128.1% |
| 5Y | +106.9% | +75.3% | +31.6% | +59.8% |
| 10Y | +203.1% | +388.7% | -185.5% | +74.2% |
| All | +203.1% | +389.8% | -186.7% | +74.2% |
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