-62.1%
STLA vs IAG
+766.8%
-828.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.9% |
| 7D | +0.7% | +4.3% | -3.5% | +0.4% |
| 30D | -2.4% | +9.8% | -12.1% | -3.3% |
| 3M | -23.9% | +28.9% | -52.8% | -25.8% |
| 6M | -24.6% | -7.6% | -17.0% | -24.8% |
| YTD | -50.5% | +22.0% | -72.5% | -52.0% |
| 1Y | -39.8% | +99.5% | -139.3% | -44.5% |
| 3Y | -65.6% | +818.3% | -883.9% | -74.6% |
| 5Y | -62.1% | +785.9% | -848.0% | -74.9% |
| All | -62.1% | +766.8% | -828.9% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling