+42.8%
IGV vs STLA
-73.7%
+116.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -0.4% | -6.4% | +5.9% | +0.5% |
| 30D | -9.9% | -1.3% | -8.6% | -9.9% |
| 3M | -1.2% | -19.9% | +18.7% | +1.9% |
| 6M | +11.3% | -42.9% | +54.2% | +20.4% |
| YTD | -4.0% | -59.4% | +55.4% | +9.0% |
| 1Y | -7.3% | -56.8% | +49.5% | +3.6% |
| 3Y | +42.8% | -73.1% | +115.8% | +58.0% |
| All | +42.8% | -73.7% | +116.5% | +58.0% |
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 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