+26.8%
IP vs STLA
+21.0%
+5.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -3.0% | -6.4% | +3.3% | -0.8% |
| 30D | +10.6% | -1.3% | +12.0% | +10.8% |
| 3M | -13.6% | -19.9% | +6.4% | -7.4% |
| 6M | +10.4% | -42.9% | +53.3% | +32.7% |
| YTD | -6.5% | -59.4% | +52.9% | +24.0% |
| 1Y | -2.1% | -56.8% | +54.7% | +26.5% |
| 3Y | +22.0% | -73.1% | +95.1% | +78.3% |
| 5Y | -9.7% | -70.1% | +60.4% | +22.1% |
| 10Y | +26.8% | +19.8% | +7.0% | +18.5% |
| All | +26.8% | +21.0% | +5.8% | +18.5% |
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