+0.8%
STLA vs IAG
+370.6%
-369.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.3% |
| 7D | -11.6% | +3.4% | -15.0% | -11.9% |
| 30D | -6.2% | -2.7% | -3.5% | -6.1% |
| 3M | -24.6% | -0.5% | -24.1% | -24.7% |
| 6M | -44.9% | -4.8% | -40.1% | -45.0% |
| YTD | -62.3% | +9.6% | -71.8% | -63.0% |
| 1Y | -61.8% | +32.2% | -94.0% | -63.1% |
| 3Y | -75.3% | +692.5% | -767.9% | -80.1% |
| 5Y | -72.5% | +447.6% | -520.1% | -78.3% |
| 10Y | +0.8% | +403.3% | -402.6% | -21.3% |
| All | +0.8% | +370.6% | -369.8% | -21.3% |
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