+48.7%
STLA vs IAG
+401.0%
-352.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.0% |
| 7D | +0.4% | +1.7% | -1.3% | +0.3% |
| 30D | -5.2% | +11.4% | -16.6% | -6.0% |
| 3M | -24.9% | +33.0% | -57.9% | -26.6% |
| 6M | -25.2% | -6.0% | -19.2% | -25.3% |
| YTD | -51.4% | +24.6% | -76.0% | -52.6% |
| 1Y | -40.7% | +105.0% | -145.7% | -44.4% |
| 3Y | -66.3% | +837.9% | -904.2% | -72.6% |
| 5Y | -63.2% | +817.0% | -880.2% | -71.2% |
| 10Y | +48.7% | +425.3% | -376.6% | +19.7% |
| All | +48.7% | +401.0% | -352.2% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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