-9.8%
IGV vs STLA
-40.1%
+30.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.4% | -3.8% | -1.6% | -5.1% |
| 30D | -2.6% | -3.1% | +0.5% | -2.5% |
| 3M | +10.5% | -19.6% | +30.2% | +11.6% |
| 6M | +18.2% | -23.5% | +41.7% | +19.3% |
| YTD | -4.2% | -51.5% | +47.3% | -0.8% |
| 1Y | -9.8% | -39.7% | +29.8% | -9.0% |
| All | -9.8% | -40.1% | +30.2% | -9.0% |
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