-11.5%
IP vs STLA
-71.4%
+59.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | 0.0% |
| 7D | 0.0% | -4.9% | +4.9% | +1.6% |
| 30D | +9.4% | -4.9% | +14.3% | +10.9% |
| 3M | -14.1% | -23.7% | +9.6% | -7.0% |
| 6M | +9.2% | -45.0% | +54.1% | +30.6% |
| YTD | -7.5% | -60.9% | +53.3% | +21.1% |
| 1Y | -2.8% | -58.9% | +56.1% | +24.8% |
| 3Y | +21.2% | -74.4% | +95.7% | +72.8% |
| 5Y | -11.5% | -71.5% | +60.0% | +13.7% |
| All | -11.5% | -71.4% | +59.9% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling