+22.9%
IP vs STLA
+54.0%
-31.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.8% |
| 7D | -5.3% | +2.6% | -7.8% | -6.1% |
| 30D | -10.9% | -1.2% | -9.6% | -10.7% |
| 3M | +11.2% | -24.8% | +35.9% | +22.0% |
| 6M | -10.2% | -25.6% | +15.3% | -1.3% |
| YTD | -2.0% | -48.9% | +47.0% | +20.3% |
| 1Y | -19.1% | -38.8% | +19.7% | -7.8% |
| 3Y | +20.9% | -64.5% | +85.4% | +60.0% |
| 5Y | -17.8% | -62.4% | +44.6% | +2.8% |
| All | +22.9% | +54.0% | -31.1% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling