-5.3%
IGV vs STLA
-64.5%
+59.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | +2.3% | -13.8% | +16.1% | +3.2% |
| 30D | -6.0% | -10.5% | +4.5% | -5.5% |
| 3M | -4.8% | -28.9% | +24.1% | -3.2% |
| 6M | +14.2% | -49.7% | +64.0% | +16.0% |
| YTD | -4.2% | -64.9% | +60.7% | -2.7% |
| 1Y | -5.3% | -64.0% | +58.8% | -5.0% |
| All | -5.3% | -64.5% | +59.2% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling