+780.0%
IBB vs STLA
+189.2%
+590.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | +2.7% | -6.4% | +9.1% | +3.8% |
| 30D | +6.3% | -1.3% | +7.7% | +6.4% |
| 3M | +11.1% | -19.9% | +31.0% | +14.7% |
| 6M | +29.2% | -42.9% | +72.1% | +40.9% |
| YTD | +30.2% | -59.4% | +89.6% | +48.7% |
| 1Y | +39.5% | -56.8% | +96.3% | +57.3% |
| 3Y | +92.3% | -73.1% | +165.4% | +129.3% |
| 5Y | +43.0% | -70.1% | +113.1% | +64.3% |
| 10Y | +137.1% | +19.8% | +117.3% | +118.4% |
| All | +780.0% | +189.2% | +590.8% | +694.5% |
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