-40.7%
STLA vs IAG
+102.4%
-143.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +0.4% | +1.7% | -1.3% | +0.2% |
| 30D | -5.2% | +11.4% | -16.6% | -6.3% |
| 3M | -24.9% | +33.0% | -57.9% | -26.9% |
| 6M | -25.2% | -6.0% | -19.2% | -27.2% |
| YTD | -51.4% | +24.6% | -76.0% | -52.3% |
| 1Y | -40.7% | +105.0% | -145.7% | -42.6% |
| All | -40.7% | +102.4% | -143.1% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling