+216.8%
IP vs STLA
+190.5%
+26.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.6% | -2.8% |
| 7D | -5.0% | -5.5% | +0.6% | -3.6% |
| 30D | +6.5% | -3.7% | +10.2% | +7.3% |
| 3M | -18.0% | -21.1% | +3.1% | -13.6% |
| 6M | +10.3% | -38.3% | +48.6% | +23.2% |
| YTD | -9.9% | -59.2% | +49.3% | +9.6% |
| 1Y | -1.1% | -56.7% | +55.6% | +18.4% |
| 3Y | +13.0% | -74.3% | +87.3% | +48.9% |
| 5Y | -12.3% | -70.2% | +58.0% | +9.3% |
| 10Y | +26.8% | +23.4% | +3.5% | +21.5% |
| All | +216.8% | +190.5% | +26.3% | +236.5% |
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 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