+22.4%
IBB vs STLA
-62.4%
+84.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.1% |
| 7D | +1.4% | +2.6% | -1.2% | +0.9% |
| 30D | +10.5% | -1.2% | +11.7% | +10.6% |
| 3M | +23.6% | -24.8% | +48.4% | +30.5% |
| 6M | +22.6% | -25.6% | +48.2% | +29.2% |
| YTD | +25.7% | -48.9% | +74.6% | +41.8% |
| 1Y | +51.4% | -38.8% | +90.1% | +62.0% |
| 3Y | +64.4% | -64.5% | +128.9% | +93.5% |
| All | +22.4% | -62.4% | +84.8% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling