+749.3%
IBB vs STLA
+263.8%
+485.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.3% |
| 6M | +22.6% | -25.6% | +48.2% | +28.1% |
| YTD | +25.7% | -48.9% | +74.6% | +38.6% |
| 1Y | +51.4% | -38.8% | +90.1% | +60.8% |
| 3Y | +64.4% | -64.5% | +128.9% | +87.7% |
| 5Y | +22.1% | -62.4% | +84.6% | +35.5% |
| 10Y | +132.5% | +55.4% | +77.1% | +105.8% |
| All | +749.3% | +263.8% | +485.5% | +640.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling