+16,011.1%
STX vs IBN
+3,521.7%
+12,489.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.6% |
| 7D | +2.4% | +1.4% | +0.9% | +1.9% |
| 30D | +1.4% | -0.3% | +1.7% | +1.5% |
| 3M | -8.2% | +17.1% | -25.3% | -12.8% |
| 6M | +127.0% | +3.4% | +123.6% | +124.0% |
| YTD | +209.1% | +2.5% | +206.6% | +205.9% |
| 1Y | +365.4% | -4.2% | +369.6% | +369.4% |
| 3Y | +1,135.4% | +32.4% | +1,103.0% | +1,017.3% |
| 5Y | +991.5% | +59.2% | +932.3% | +827.4% |
| 10Y | +3,695.8% | +345.7% | +3,350.1% | +2,095.0% |
| All | +16,011.1% | +3,521.7% | +12,489.4% | +5,595.2% |
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 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