+1,116.0%
IGV vs STLA
+263.8%
+852.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -4.5% | +2.6% | -7.1% | -5.0% |
| 30D | +3.2% | -1.2% | +4.5% | +3.4% |
| 3M | +4.5% | -24.8% | +29.3% | +10.2% |
| 6M | +22.1% | -25.6% | +47.7% | +28.3% |
| YTD | -1.0% | -48.9% | +47.9% | +10.7% |
| 1Y | -2.1% | -38.8% | +36.7% | +4.8% |
| 3Y | +44.6% | -64.5% | +109.1% | +68.0% |
| 5Y | +22.2% | -62.4% | +84.6% | +37.9% |
| 10Y | +364.7% | +55.4% | +309.3% | +308.0% |
| All | +1,116.0% | +263.8% | +852.2% | +915.0% |
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 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