+502.4%
STT vs IBN
+1,779.7%
-1,277.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +1.1% | +15.8% | -14.6% | -3.7% |
| 30D | -1.9% | +25.1% | -27.0% | -9.0% |
| 3M | -7.6% | +16.0% | -23.5% | -12.2% |
| 6M | +16.0% | +32.8% | -16.8% | +5.3% |
| YTD | +36.2% | +18.0% | +18.2% | +28.2% |
| 1Y | +46.8% | +15.9% | +30.9% | +38.9% |
| 3Y | +177.8% | +57.6% | +120.1% | +134.7% |
| 5Y | +105.8% | +74.7% | +31.1% | +68.6% |
| 10Y | +197.6% | +373.9% | -176.4% | +67.3% |
| All | +502.4% | +1,779.7% | -1,277.4% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling