+588.0%
STX vs IBN
+51.2%
+536.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.7% |
| 7D | -28.5% | +15.1% | -43.6% | -30.2% |
| 30D | -42.9% | +21.6% | -64.6% | -45.2% |
| 3M | -45.9% | +11.2% | -57.1% | -46.8% |
| 6M | -41.3% | +27.8% | -69.0% | -45.0% |
| YTD | +67.9% | +14.7% | +53.3% | +62.4% |
| 1Y | +66.5% | +14.4% | +52.1% | +61.0% |
| 3Y | +588.0% | +52.1% | +535.9% | +537.4% |
| All | +588.0% | +51.2% | +536.7% | +537.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling