+263.8%
STLA vs IAG
+28.2%
+235.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +2.6% | -0.5% | +3.1% | +2.6% |
| 30D | -1.2% | +28.9% | -30.1% | -2.6% |
| 3M | -24.8% | +19.1% | -43.9% | -25.6% |
| 6M | -25.6% | -10.3% | -15.3% | -25.5% |
| YTD | -48.9% | +24.2% | -73.1% | -49.9% |
| 1Y | -38.8% | +116.5% | -155.3% | -41.7% |
| 3Y | -64.5% | +742.8% | -807.3% | -69.1% |
| 5Y | -62.4% | +753.3% | -815.8% | -68.0% |
| 10Y | +55.4% | +403.2% | -347.8% | +32.8% |
| All | +263.8% | +28.2% | +235.6% | +224.9% |
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 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