+41.1%
IGV vs STLA
-65.4%
+106.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.2% | -1.3% |
| 7D | -3.3% | +0.7% | -4.1% | -3.4% |
| 30D | 0.0% | -2.4% | +2.3% | +0.3% |
| 3M | +7.3% | -23.9% | +31.2% | +11.7% |
| 6M | +16.7% | -24.6% | +41.3% | +21.1% |
| YTD | -2.8% | -50.5% | +47.7% | +7.4% |
| 1Y | -6.7% | -39.8% | +33.2% | -1.8% |
| 3Y | +41.1% | -65.6% | +106.7% | +51.6% |
| All | +41.1% | -65.4% | +106.5% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling