+756.2%
IBB vs STLA
+189.9%
+566.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -1.8% | -4.5% | +2.7% | -1.1% |
| 30D | +5.1% | -3.9% | +9.0% | +5.6% |
| 3M | +10.7% | -20.2% | +30.9% | +14.4% |
| 6M | +22.9% | -42.2% | +65.1% | +33.7% |
| YTD | +26.7% | -59.3% | +86.0% | +44.7% |
| 1Y | +35.1% | -56.1% | +91.2% | +51.9% |
| 3Y | +80.2% | -73.7% | +153.8% | +115.7% |
| 5Y | +37.8% | -70.3% | +108.1% | +58.6% |
| 10Y | +161.2% | +23.1% | +138.1% | +139.8% |
| All | +756.2% | +189.9% | +566.3% | +672.7% |
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