+178.7%
STLA vs IAG
+15.9%
+162.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.0% | -3.3% |
| 7D | -4.9% | +16.8% | -21.8% | -5.7% |
| 30D | -4.9% | -1.5% | -3.4% | -4.9% |
| 3M | -23.7% | +0.5% | -24.1% | -23.8% |
| 6M | -45.0% | -1.0% | -44.0% | -45.1% |
| YTD | -60.9% | +12.3% | -73.2% | -61.4% |
| 1Y | -58.9% | +39.2% | -98.1% | -59.9% |
| 3Y | -74.4% | +712.3% | -786.7% | -77.7% |
| 5Y | -71.5% | +484.2% | -555.8% | -75.4% |
| 10Y | +5.3% | +382.3% | -377.0% | -9.6% |
| All | +178.7% | +15.9% | +162.8% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling